CRISIL Indices Factsheet

June 01, 2020

1 Table of Contents

Constituent Details – 01 June 2020...... 3 Portfolio Parameters – 01 June 2020 ...... 42 Composite Index Weights ...... 45 Features and Methodology ...... 54 List of CRISIL Indices – Objectives and Inception Dates ...... 69

Constituent Details – 01 June 2020

The securities that would form a part of the indices with effect from 01 June 2020 are as follows:

Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts HUDCO 08.37% (Series VI) 23-Mar- 8.37 1 INE031A08707 23-Mar-29 6.73% 2029 % HDFC 08.05% (Series W-003) 22- 8.05 10.00 2 INE001A07SB7 22-Oct-29 Oct-2029 % % IRFC 07.55% (Series 143) 06- 7.55 10.00 3 INE053F07BX7 6-Nov-29 Nov2029 % % LICHF 08.70% (TRANCHE 382) 23- 8.70 4 INE115A07OB4 23-Mar-29 6.21% Mar-2029 % NABARD 07.43% (Series PC1POB1) 7.43 10.00 5 INE261F08BX4 31-Jan-30 31-Jan-2030 % % NHAI 07.70% (2019-20 Series V) 13- 7.70 10.00 6 INE906B07HH5 13-Sep-29 CRISIL AAA Long Term Sep-2029 % % Bond Index NHPC 07.13% (Series AA STRPP- I) 7.13 7 INE848E07AY3 11-Feb-26 6.74% 11-Feb-2026 % NTPC 07.32% (Series 69) 17-Jul- 7.32 8 INE733E07KL3 17-Jul-29 6.23% 2029 % Power Finance Corp.09.10% (Series 9.10 10.00 9 INE134E08JX9 23-Mar-29 184 Option B) 23-Mar-2029 % % Power Grid Corporation 07.30% 7.30 10.00 10 INE752E07OF7 19-Jun-27 (Series LIX 2017-18) 19-Jun-2027 % % 08.65% (PPD 8.65 11 INE002A08567 11-Dec-28 4.08% Series - IB) 11-Dec-2028 % RECL 07.92% (Series 189) 30-Mar- 7.92 10.00 12 INE020B08CJ0 30-Mar-30 2030 % % HPCL 07.00% (Series II) 14-Aug- 7.00 1 INE094A08036 14-Aug-24 4.56% 2024 % HDFC 07.35% (Series W-008) 10- 7.35 10.00 2 INE001A07SG6 10-Feb-25 Feb-2025 % % India Infradebt 08.60% (Tranche III 8.60 3 INE537P07497 30-Dec-24 2.75% Series I) 30-Dec-2024 % IOC 06.44% (Series XV) 14-Apr- 6.44 4 INE242A08445 14-Apr-23 9.44% CRISIL AAA Medium 2023 % Term Bond Index IRFC 06.59% (Series 145) 14-Apr- 6.59 10.00 5 INE053F07BZ2 14-Apr-23 2023 % % INE115A07OM LICHF 07.79% (Tranche 392) 18- 7.79 10.00 6 18-Oct-24 1 Oct-2024 % % NABARD 06.40% (Series 20K) 31- 6.40 10.00 7 INE261F08CA0 31-Jul-23 Jul-2023 % % 7.05 8 INE557F08FG1 NHBank 07.05% 18-Dec-2024 18-Dec-24 3.93% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts PFC 07.42% (Series 192) 19-Nov- 7.42 10.00 9 INE134E08KH0 19-Nov-24 2024 % % INE752E07MG PGC 08.20% (Series- XLVIII STRPP - 8.20 10 23-Jan-25 9.31% 9 C) 23-Jan-2025 % Reliance Jio Infocomm 08.00% 8.00 10.00 11 INE110L07096 14-Apr-23 (Series PPD13) 14-Apr-2023 % % RECL 06.88% (Series 190 A) 20-Mar- 6.88 10.00 12 INE020B08CK8 20-Mar-25 2025 % % Air India Assets Holding 6.99% 6.99 1 INE0AED08011 16-Dec-22 7.42% (Series 1) 16-Dec-2022 % Bajaj Finance 07.10% (Series 259) 7.10 10.00 2 INE296A07RB5 10-Feb-23 10-Feb-2023 % % HDB Financial Services 08.711% 8.71 3 INE756I07CM0 (SERIES 2019 A/1(FX)/132) 18-Feb- 18-Feb-21 6.35% % 2021 HDFC 07.21% (Series- W-005) 30- 7.21 10.00 4 INE001A07SD3 30-Dec-22 Dec-2022 % % LICHF 07.45% (Tranche 396) 10- 7.45 10.00 5 INE115A07OQ2 10-Feb-23 Feb-2023 % % NABARD 08.50% (Series- 19F) 31- 8.50 10.00 CRISIL AAA Short Term 6 INE261F08AT4 31-Jan-23 Jan-2023 % % Bond Index NTPC 07.93% (Series 68) 03-May- 7.93 7 INE733E07KK5 3-May-22 6.00% 2022 % Power Finance Corp.08.18% (Series 8.18 10.00 8 INE134E08JW1 19-Mar-22 183) 19-Mar-2022 % % RIL 07.07% (PPD Series F) 24-Dec- 7.07 10.00 9 INE002A08526 24-Dec-20 2020 % % RECL 07.24% (Series 187) 31-Dec- 7.24 10.00 10 INE020B08CG6 31-Dec-22 2022 % % SIDBI 07.89% (Series III FY- 2019- 14-May- 7.89 10.00 11 INE556F08JL5 20) 15-Nov-2022 P/C 14-May-2021 21 % % TCHFL 08.10% (Series I Tranche I) 8.10 12 INE033L07GM9 14-Jan-23 0.23% 14-Jan-2023 % Cholamandalam Investment & Fin 9.05 10.00 1 INE121A08OG9 24-Mar-28 09.05% (Series SD 57) 24-Mar-2028 % % Fullerton India Credit 09.25% 9.25 10.00 2 INE535H08744 26-Apr-29 (Series 15) 26-Apr-2029 % % HERO FINCORP LIMITED SR 8.85 CRISIL AA and AA+ 3 INE957N08052 HFCL/NCD/036 8.85 NCD 05FB30 5-Feb-30 2.78% % Long Term Bond Index FVRS10LAC IDFC First Bank 08.70% [SERIES 20-May- 8.70 10.00 4 INE092T08BU0 IDFC BANK OBB 06/2016] 20-May- 25 % % 2025 IREDA 08.05% (Series-VI-B) 29-Mar- 8.05 10.00 5 INE202E07252 29-Mar-27 2027 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts INE774D08MA MMFSL 09.00% SERIES VI 06-Jun- 9.00 10.00 6 6-Jun-26 6 2026 % % Mahindra Rural Housing Finance 9.40 7 INE950O08154 09.40% (SeriesMRHFL-AAA2018) 7-Aug-28 1.67% % 07-Aug-2028 PNBHF 08.39% (Series V) 28-Apr- 8.39 8 INE572E09346 28-Apr-26 6.43% 2026 % Punjab & Sind 08.67% (Basel III Tier 8.67 9 INE608A08041 3-Dec-29 9.12% II Series XVI) 03-Dec-2029 % STFC 09.00% (Series PPD 17-18 9.00 10.00 10 INE721A08DA2 28-Mar-28 Option I) 28-Mar-2028 % % 8.15 10.00 11 INE081A08215 Tata Steel 08.15% 01-Oct-2026 1-Oct-26 % % THDC India Ltd.(Series II) 08.75% 8.75 10.00 12 INE812V07021 6-Sep-29 06-Sep-2029 % % Can Fin Homes 07.85% (CFHL 26-May- 7.85 10.00 1 INE477A07282 SRNCD2019 - SERIES 1) 26-May- 23 % % 2023 INE121A08NW Cholamandalam Investment & Fin 9.08 2 27-Oct-23 4.63% 8 09.08% 27-Oct-2023 % FICCL 09.30% (Series 9 Option I) 25- 9.30 10.00 3 INE535H08660 25-Apr-23 Apr-2023 % % IDFC First Bank 08.38% [SERIES 9.38 10.00 4 INE092T08BP0 IDFC BANK OBB 07/2015] 12-Sep- 12-Sep-24 % % 2024 IIFL Wealth Finance 0.00% (Series 0.00 5 INE248U08143 10-Jan-24 5.37% CRISIL AA and AA+ A3)10-Jan-2024 % Medium Term Bond JM Financial Credit Solutions 9.50 10.00 Index 6 INE651J07606 09.50% (Tranche I Option III) 07- 7-Jun-23 % % Jun-2023 9.70 10.00 7 INE774D08LD2 MMFSL 09.70% 24-Apr-2023 24-Apr-23 % % Muthoot Finance 9% (Series XVIII 9.00 10.00 8 INE414G07CN8 19-Apr-23 Option VI) 19-Apr-2023 % % NCDC 07.85% (Series IV) 26-May- 26-May- 7.85 10.00 9 INE014N07054 2023 23 % % STFC 10.25% (Series PPD 18-19 SD- 10.25 10.00 10 INE721A08DE4 27-Dec-24 03) 27-Dec-2024 % % GE Shipping Co.07.99% ( Tranche 7.99 10.00 11 INE017A08284 18-Jan-25 2)18-Jan-2025 % % Bharti Telecom Ltd 08.90% (Series 8.90 10.00 1 INE403D08066 17-Feb-22 V) 17-Feb-2022 % % CRISIL AA and AA+ Cholamandalam Investment & Fin 8.85 Short Term Bond 2 INE121A07PE3 10-Mar-21 1.75% 08.85% (Series 580) 10-Mar-2021 % Index FICCL 09.10% (Option I Series 68) 9.10 10.00 3 INE535H07AI2 1-Dec-21 01-Dec-2021 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts Godrej Properties 07.82% 25-Sep- 7.82 4 INE484J08014 25-Sep-20 3.40% 2020 % Hindalco Industries 9.55% (Series-I 9.55 10.00 5 INE038A07258 25-Apr-22 (2012)) 25-Apr-2022 % % IDFC First Bank 8.6070% [SERIES 8.61 6 INE092T08CB8 IDFC BANK OBB 03/2016 OPTION II] 19-Apr-22 9.61% % 19-Apr-2022 MMFSL 0% (Series AU2018 Option 0.00 7 INE774D07SQ1 29-Mar-22 9.12% II) 29-Mar-2022 % Muthoot Fin 09.50% (OptionIV) 27- 9.50 10.00 8 INE414G07EK0 27-Dec-21 Dec-2021 % % Piramal Enterprises 09.70% (Series 9.70 9 INE140A07476 24-Dec-20 6.12% IV) 24-Dec-2020 % PNBHF 07.59% (Series XXXVI 7.59 10.00 10 INE572E09486 27-Jul-22 Option B) 27-Jul-2022 % % STFC 09.10% (Tranche I Series III) 9.10 10.00 11 INE721A07NV9 12-Jul-21 12-Jul-2021 % % 8.75 10.00 12 INE205A07188 Vedanta Ltd 08.75% 30-Jun-2022 30-Jun-22 % % Birla Corp 09.25% (Option II) 18- 9.25 12.50 1 INE340A07084 18-Aug-26 Aug-2026 % % IDFC First Bank 08.70% [SERIES 20-May- 8.70 12.50 2 INE092T08BU0 IDFC BANK OBB 06/2016] 20-May- 25 % % 2025 Indiabulls Commercial Credit 8.85 12.50 3 INE244L08042 28-Mar-28 08.85% 28-Mar-2028 % % JM Financial Credit Solutions 9.75 12.50 CRISIL AA Long Term 4 INE651J07622 09.75% (Tranche I Option VI) 07- 7-Jun-28 % % Bond Index Jun-2028 PNBHF 08.39% (Series V) 28-Apr- 8.39 12.50 5 INE572E09346 28-Apr-26 2026 % % Punjab & Sind 08.67% (Basel III Tier 8.67 12.50 6 INE608A08041 3-Dec-29 II Series XVI) 03-Dec-2029 % % 8.15 12.50 7 INE081A08215 Tata Steel 08.15% 01-Oct-2026 1-Oct-26 % % THDC India Ltd.(Series II) 08.75% 8.75 12.50 8 INE812V07021 6-Sep-29 06-Sep-2029 % % Can Fin Homes 07.85% (CFHL 26-May- 7.85 16.67 1 INE477A07282 SRNCD2019 - SERIES 1) 26-May- 23 % % 2023 CRISIL AA Medium IDFC First Bank 08.38% [SERIES 9.38 16.67 Term Bond Index 2 INE092T08BP0 IDFC BANK OBB 07/2015] 12-Sep- 12-Sep-24 % % 2024 IIFL Wealth Finance 0.00% (Series 0.00 16.67 3 INE248U08143 10-Jan-24 A3)10-Jan-2024 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts JM Financial Credit Solutions 9.50 16.67 4 INE651J07606 09.50% (Tranche I Option III) 07- 7-Jun-23 % % Jun-2023 Muthoot Finance 9% (Series XVIII 9.00 16.67 5 INE414G07CN8 19-Apr-23 Option VI) 19-Apr-2023 % % NCDC 07.85% (Series IV) 26-May- 26-May- 7.85 16.67 6 INE014N07054 2023 23 % % Can Fin Homes 07.32% (Series 1) 7.32 1 INE477A07258 26-Oct-20 7.93% 26-Oct-2020 % Godrej Properties 07.82% 25-Sep- 7.82 2 INE484J08014 25-Sep-20 9.91% 2020 % Hindalco Industries 9.55% (Series-I 9.55 10.00 3 INE038A07258 25-Apr-22 (2012)) 25-Apr-2022 % % IDFC First Bank 8.6070% [SERIES 8.61 10.00 4 INE092T08CB8 IDFC BANK OBB 03/2016 OPTION II] 19-Apr-22 % % 19-Apr-2022 IIFL Home Finance 0% (Series C3 0.00 5 INE477L07883 26-Jul-21 7.79% Option I) 26-Jul-2021 % JM Financial Credit Solutions 31-May- 9.50 CRISIL AA Short Term 6 INE651J07218 09.50% (Tranche U 2016 Option III) 0.79% 21 % Bond Index 31-May-2021 Muthoot Fin 09.50% (OptionIV) 27- 9.50 10.00 7 INE414G07EK0 27-Dec-21 Dec-2021 % % Piramal Enterprises 09.70% (Series 9.70 10.00 8 INE140A07476 24-Dec-20 IV) 24-Dec-2020 % % PNBHF 07.59% (Series XXXVI 7.59 10.00 9 INE572E09486 27-Jul-22 Option B) 27-Jul-2022 % % Repco Home Finance 08.05% 8.05 10 INE612J07152 3-Aug-20 3.57% (Series-4 2017) 03-Aug-2020 % TISCO 09.15% (Series II) 24-Jan- 9.15 10.00 11 INE081A08207 24-Jan-21 2021 % % 8.75 10.00 12 INE205A07188 Vedanta Ltd 08.75% 30-Jun-2022 30-Jun-22 % % 08.40% (Basel III 8.40 11.11 1 INE476A08050 complaint Tier 2 2016-17) 27-Apr- 27-Apr-26 % % 2026 Cholamandalam Investment & Fin 9.05 11.11 2 INE121A08OG9 24-Mar-28 09.05% (Series SD 57) 24-Mar-2028 % % CRISIL AA+ Long Term Fullerton India Credit 09.25% 9.25 11.11 3 INE535H08744 26-Apr-29 Bond Index (Series 15) 26-Apr-2029 % % HERO FINCORP LIMITED SR 8.85 11.11 4 INE957N08052 HFCL/NCD/036 8.85 NCD 05FB30 5-Feb-30 % % FVRS10LAC IREDA 08.05% (Series-VI-B) 29-Mar- 8.05 11.11 5 INE202E07252 29-Mar-27 2027 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts INE774D08MA MMFSL 09.00% SERIES VI 06-Jun- 9.00 11.11 6 6-Jun-26 6 2026 % % Mahindra Rural Housing Finance 9.40 11.11 7 INE950O08154 09.40% (SeriesMRHFL-AAA2018) 7-Aug-28 % % 07-Aug-2028 STFC 09.00% (Series PPD 17-18 9.00 11.11 8 INE721A08DA2 28-Mar-28 Option I) 28-Mar-2028 % % GE Shipping Co.08.85% 12-Apr- 8.85 11.11 9 INE017A07559 12-Apr-28 2028 % % INE121A08NW Cholamandalam Investment & Fin 9.08 20.00 1 27-Oct-23 8 09.08% 27-Oct-2023 % % FICCL 09.30% (Series 9 Option I) 25- 9.30 20.00 2 INE535H08660 25-Apr-23 Apr-2023 % % CRISIL AA+ Medium 9.70 20.00 3 INE774D08LD2 MMFSL 09.70% 24-Apr-2023 24-Apr-23 Term Bond Index % % STFC 10.25% (Series PPD 18-19 SD- 10.25 20.00 4 INE721A08DE4 27-Dec-24 03) 27-Dec-2024 % % GE Shipping Co.07.99% ( Tranche 7.99 20.00 5 INE017A08284 18-Jan-25 2)18-Jan-2025 % % Bharti Telecom Ltd 08.90% (Series 8.90 14.29 1 INE403D08066 17-Feb-22 V) 17-Feb-2022 % % Cholamandalam Investment & Fin 8.85 14.29 2 INE121A07PE3 10-Mar-21 08.85% (Series 580) 10-Mar-2021 % % FICCL 09.10% (Option I Series 68) 9.10 14.29 3 INE535H07AI2 1-Dec-21 01-Dec-2021 % % CRISIL AA+ Short Term Hero Fincorp 09.23% (Series 9.23 14.29 4 INE957N07450 3-Jan-22 Bond Index No.HFCL/NCD/033) 03-Jan-2022 % % MMFSL 0% (Series AU2018 Option 0.00 14.29 5 INE774D07SQ1 29-Mar-22 II) 29-Mar-2022 % % STFC 09.10% (Tranche I Series III) 9.10 14.29 6 INE721A07NV9 12-Jul-21 12-Jul-2021 % % Sundaram HFL 08.3606% (Series 8.36 14.29 7 INE667F07HI2 30-Nov-20 306) 30-Nov-2020 % % ECL Finance 09.85% (Series VII) 06- 9.85 33.33 1 INE804I079Y6 6-Aug-28 Aug-2028 % % CRISIL AA- Long Term Edelweiss Finvest 11.00% (Tier II) 11.00 33.33 2 INE918K08019 29-Jul-25 Bond Index 29-Jul-2025 % % Edelweiss Housing Finance 10.00% 10.00 33.33 3 INE530L07228 19-Jul-26 (SR-VI) 19-Jul-2026 % % ECL Finance 0% (Series VII) 28-Nov- 0.00 33.33 1 INE804IA7238 28-Nov-24 2024 % % TML Financial Services 10.35% CRISIL AA- Medium 10.35 33.33 2 INE909H08204 (Series- TMFL- NCD B FY 2014-15) 26-Sep-24 Term Bond Index % % 26-Sep-2024 Tata Power 07.99% SERIES IV 16- 7.99 33.33 3 INE245A08125 16-Nov-23 Nov-2023 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts Aadhar Housing Finance 09.60% 9.60 10.00 1 INE538L07494 29-Sep-21 (Series II) 29-Sep-2021 % % 12.25 2 INE949L08145 AU Financiers 12.25% 02-Apr-2021 2-Apr-21 2.86% % 0.00 10.00 3 INE804I074Z4 ECL Finance 0% 11-Dec-2020 11-Dec-20 % % Edelweiss Retail Finance 08.75% 8.75 10.00 4 INE528S07086 22-Mar-21 (Series II) 22-Mar-2021 % % Energy Efficiency Services 08.29% 28-May- 8.29 5 INE688V08031 5.10% 28-May-2021 21 % Indostar Capital Finance 0% (Series 0.00 10.00 6 INE896L07678 26-Feb-21 CRISIL AA- Short Term XXXIII Tranche A) 26-Feb-2021 % % Bond Index 8.40 10.00 7 INE121E07338 JSW Energy 08.40% 18-Sep-2020 18-Sep-20 % % 7.84 8 INE191H07243 PVR Ltd 07.84% 10-Jul-2020 10-Jul-20 2.04% % Tata Motors Finance 0% (NCD D FY 0.00 10.00 9 INE601U07038 10-Jul-20 17-18 Option I) 10-Jul-2020 % % Tata Motors 07.28% (Series E 27 I 7.28 10.00 10 INE155A08357 29-Jul-20 Tranche I) 29-Jul-2020 % % Tata Power 07.99% SERIES II 16- 7.99 10.00 11 INE245A08109 16-Nov-21 Nov-2021 % % TMF Holdings 0% (Series B FY 19- 0.00 10.00 12 INE909H08287 11-Nov-22 20) 11-Nov-2022 % % Limited 07.65% (Series 5) 7.65 11.11 1 INE238A08468 30-Jan-27 30-Jan-2027 % % 08.70% ( Perpetual 8.70 11.11 2 INE028A08174 Basel III Tier I ATI Series X) C 28- 28-Nov-24 % % Nov-2024 Canara Bank 08.40% (Basel III 8.40 11.11 3 INE476A08050 complaint Tier 2 2016-17) 27-Apr- 27-Apr-26 % % 2026 HDFC Bank 08.44% (Series 1) 28- 8.44 11.11 4 INE040A08393 28-Dec-28 Dec-2028 % % CRISIL Medium to ICICI Bank 09.15% (Basel III Tier I Long Term Banking 9.15 11.11 5 INE090A08UB4 Perpetual) 20-Mar-2118 C 20-Jun- 20-Jun-23 Debt Index % % 2023 IDFC First Bank 08.49% [SERIES 8.49 11.11 6 INE092T08BR6 IDFC BANK OBB 13/2015 OPTION II] 11-Dec-24 % % 11-Dec-2024 IndusInd Bank 10.50%(Basel III Tier 10.50 11.11 7 INE095A08082 28-Mar-24 1 AT1) Perpetual 28-Mar-2024 % % Punjab & Sind 08.67% (Basel III Tier 8.67 11.11 8 INE608A08041 3-Dec-29 II Series XVI) 03-Dec-2029 % % SBI 08.50% Series II Perpetual AT1 8.50 11.11 9 INE062A08223 22-Nov-24 Bonds Basel- III 22-Nov-2024 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts Exim Bank 06.35% (Series V 01- 6.35 1 INE514E08FT8 18-Feb-25 4.38% 2025) 18-Feb-2025 % HUDCO 08.37% (Series VI) 23-Mar- 8.37 2 INE031A08707 23-Mar-29 9.69% 2029 % IOC 06.44% (Series XV) 14-Apr- 6.44 3 INE242A08445 14-Apr-23 5.10% 2023 % IRFC 06.59% (Series 145) 14-Apr- 6.59 10.00 4 INE053F07BZ2 14-Apr-23 2023 % % NABARD 07.43% (Series PC1POB1) 7.43 10.00 5 INE261F08BX4 31-Jan-30 31-Jan-2030 % % NHAI 07.70% (2019-20 Series V) 13- 7.70 10.00 CRISIL Medium to 6 INE906B07HH5 13-Sep-29 Sep-2029 % % Long Term PSU Debt 7.05 Index 7 INE557F08FG1 NHBank 07.05% 18-Dec-2024 18-Dec-24 1.42% % NHPC 07.13% (Series AA STRPP- I) 7.13 8 INE848E07AY3 11-Feb-26 9.41% 11-Feb-2026 % NTPC 07.32% (Series 69) 17-Jul- 7.32 10.00 9 INE733E07KL3 17-Jul-29 2029 % % Power Finance Corp.09.10% (Series 9.10 10.00 10 INE134E08JX9 23-Mar-29 184 Option B) 23-Mar-2029 % % Power Grid Corporation 07.30% 7.30 10.00 11 INE752E07OF7 19-Jun-27 (Series LIX 2017-18) 19-Jun-2027 % % RECL 07.92% (Series 189) 30-Mar- 7.92 10.00 12 INE020B08CJ0 30-Mar-30 2030 % % Axis Bank Limited 08.75% Series 26 8.75 11.11 1 INE238A08427 (Basel III,Tier 1 Perpetual) C-14- 14-Dec-21 % % Dec-2021 M-14-Dec-2116 Bank of Baroda 9.14% (Perpetual 9.14 11.11 2 INE028A08091 22-Mar-22 Series VII) C 22-Mar-2022 % % HDFC Bank 08.85% (Basel III 12-May- 8.85 11.11 3 INE040A08377 Perpetual ATI Series 1/2017-2018) 22 % % 12-May-2022 ICICI Bank Ltd 09.20% (Basel III Tier INE090A08TW 9.20 11.11 4 I Perpetual) 17-Mar-2117 C 17- 17-Mar-22 2 % % CRISIL Short Term Mar-2022 Banking Debt Index IDFC First Bank 8.6070% [SERIES 8.61 11.11 5 INE092T08CB8 IDFC BANK OBB 03/2016 OPTION II] 19-Apr-22 % % 19-Apr-2022 IndusInd Bank 09.50%(Basel III Tier 9.50 11.11 6 INE095A08074 18-Apr-22 1 AT1) Perpetual C-18-Apr-2022 % % ING VYSYA BANK 9.90% (Series 2 9.90 11.11 7 INE166A08032 Tranche I) (Lower Tier II) 14-Dec- 14-Dec-22 % % 2022 SBI 08.39% (Perpetual Tier 1 Basel 8.39 11.11 8 INE062A08140 III Series III) 25-Oct-2116 C 25-Oct- 25-Oct-21 % % 2021 Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts Union Bank 09.10% (Basel III Tier I 9.10 11.11 9 INE692A08078 Series XXIII Tranche 2 Perpetual) C 31-Mar-22 % % 31-Mar-2022 Air India Assets Holding 6.99% 6.99 1 INE0AED08011 16-Dec-22 7.95% (Series 1) 16-Dec-2022 % EXIM BANK 09.15% (Series- P-16) 9.15 2 INE514E08BK6 5-Sep-22 5.53% 05-Sep-2022 % HPCL 06.80% (Series III) 15-Dec- 6.80 3 INE094A08044 15-Dec-22 2.27% 2022 % HUDCO 06.99% (Series E 2019) 11- 6.99 4 INE031A08756 11-Nov-22 9.63% Nov-2022 % IRFC 06.70% (Series- 114) 24- 6.70 10.00 5 INE053F07942 24-Nov-21 Nov2021 % % NABARD 08.50% (Series- 19F) 31- 8.50 10.00 6 INE261F08AT4 31-Jan-23 CRISIL Short Term PSU Jan-2023 % % Debt Index NHAI 07.17% (Bond Series III) 23- 7.17 10.00 7 INE906B07FE6 23-Dec-21 Dec-2021 % % NTPC 07.93% (Series 68) 03-May- 7.93 8 INE733E07KK5 3-May-22 6.42% 2022 % Power Finance Corp.08.18% (Series 8.18 10.00 9 INE134E08JW1 19-Mar-22 183) 19-Mar-2022 % % PGC 08.80% (Series- XLII) 13-Mar- 8.80 10 INE752E07KN9 13-Mar-23 8.20% 2023 % RECL 07.24% (Series 187) 31-Dec- 7.24 10.00 11 INE020B08CG6 31-Dec-22 2022 % % SIDBI 07.89% (Series III FY- 2019- 14-May- 7.89 10.00 12 INE556F08JL5 20) 15-Nov-2022 P/C 14-May-2021 21 % % Rajasthan Rajya Vidyut Utpadan 9.00 10.00 1 INE891F08018 24-Dec-26 Nigam Ltd. % % Chhattisgarh State Power 8.72 10.00 2 INE512S08013 26-Mar-35 Distribution Co. Ltd. % % 28-May- 9.62 10.00 3 INE560K07128 PTC India Financial Services Ltd. 25 % % 10.25 10.00 4 INE683A08028 South Ltd. 31-Oct-25 % % CRISIL A Medium To 11.30 5 INE519Q08137 Fincare Ltd. 22-Jun-24 2.54% Long Term Bond Index % 10.15 10.00 6 INE540P07350 U. P. Power Corporation Ltd. 20-Jan-28 % % 11.50 7 INE818W08032 ESAF Small Finance Bank Ltd. 1-Jun-25 2.67% % Andhra Pradesh Capital Region 10.32 10.00 8 INE01E708057 16-Aug-28 Development Authority % % 10.50 9 INE016P07146 Vistaar Financial Services Pvt. Ltd. 24-Aug-23 4.60% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 11.64 10 INE760I07011 Meghalaya Energy Corporation Ltd. 10-Jun-29 6.67% % 30-May- 11.63 11 INE516Q08281 Asirvad Micro Finance Ltd. 0.67% 24 % 9.08 10.00 12 INE565A08035 24-Sep-29 % % 11.60 13 INE850M08085 Northern Arc Capital Ltd. 25-Sep-23 2.00% % 12.87 14 INE515Q08093 Annapurna Finance Pvt. Ltd. 2-May-26 2.00% % India Shelter Finance Corporation 11.25 15 INE922K07047 1-Oct-26 2.00% Ltd. % 12.85 16 INE808K08061 Arohan Financial Services Ltd. 25-Oct-26 1.67% % 15.50 17 INE836B08202 Satin Creditcare Network Ltd. 31-Dec-26 2.00% % 17-May- 10.00 18 INE373S08267 Joyville Shapoorji Housing Pvt. Ltd. 3.18% 24 % Belstar Investment & Finance Pvt. 11.40 1 INE443L07042 17-Jul-20 2.27% Ltd. % 10.15 10.00 2 INE540P07285 U. P. Power Corporation Ltd. 20-Jan-21 % % Security & Intelligence Services 9.50 3 INE285J07033 13-Apr-21 6.82% (India) Ltd. % 8.90 4 INE216P07159 Ltd. 17-Apr-21 0.45% % 9.70 5 INE252T07057 Xander Finance Pvt. Ltd. 30-Apr-21 4.55% % Vastu Housing Finance Corporation 9.95 6 INE459T07058 27-Feb-21 2.73% Ltd. % 0.00 7 INE764L07181 Sadbhav Infrastructure Project Ltd. 6-Jun-21 8.64% CRISIL A Short Term % Bond Index 10.50 8 INE016P07120 Vistaar Financial Services Pvt. Ltd. 22-Jun-21 2.95% % 10.50 9 INE811K07059 Prestige Estates Projects Ltd. 10-Aug-21 0.45% % 9.87 10 INE071I07047 Indofil Industries Ltd. 28-Sep-21 6.82% % 11.82 11 INE515Q07244 Annapurna Finance Pvt. Ltd. 1-Mar-21 4.55% % 12.25 12 INE205B07046 Elecon Engineering Co. Ltd. 28-Feb-22 2.73% % 11.84 13 INE316W07021 Hero Solar Energy Pvt. Ltd. 10-Jun-22 9.09% % 11.50 14 INE01HV07031 Vivriti Capital Pvt. Ltd. 16-Aug-21 1.82% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 11.94 15 INE124N07333 Ess Kay Fincorp Ltd. 13-Sep-20 0.68% % 10.55 16 INE890A08011 JMC Projects (India) Ltd. 21-Oct-22 4.55% % 11.96 17 INE850M07210 Northern Arc Capital Ltd. 12-Feb-21 2.05% % INDIABULLS REAL ESTATE 11.00 10.00 18 INE065I07015 28-Jan-23 COMPANY PRIVATE LIMITED % % 12.36 19 INE192U07038 KOGTA FINANCIAL (INDIA) LIMITED 27-Jan-23 1.23% % 10.00 20 INE010A08099 Prism Johnson Ltd. 31-Jan-22 3.82% % 11.25 21 INE605Y08013 Auxilo Finserve Pvt. Ltd. 31-Aug-22 3.82% % 9.25 10.00 22 INE271C07186 DLF Ltd. 19-Mar-21 % % Bharti Telecom Ltd 8.25% (Series 8.25 10.00 1 INE403D08074 17-Mar-21 IV) 17-Mar-2021 % % Can Fin Homes 07.32% (Series 1) 7.32 2 INE477A07258 26-Oct-20 6.08% 26-Oct-2020 % Cholamandalam Investment & Fin 8.85 3 INE121A07PE3 10-Mar-21 4.50% 08.85% (Series 580) 10-Mar-2021 % Fullerton India Credit 09.30% 9.30 10.00 4 INE535H07AU7 15-Mar-21 (Series 79) 15-Mar-2021 % % Godrej Properties 07.82% 25-Sep- 7.82 10.00 5 INE484J08014 25-Sep-20 2020 % % IDFC First Bank 08.79% [SERIES 8.79 10.00 6 INE092T08535 IDFC BANK OBB 20/2011 OPTION I] 15-Sep-20 CRISIL AA and AA+ up % % to 1 Year Short Term 15-Sep-2020 MMFSL 08.75% (Series AK2018 8.75 Bond Index 7 INE774D07SG2 20-Jul-20 6.38% Option I) 20-Jul-2020 % Piramal Enterprises 09.70% (Series 9.70 10.00 8 INE140A07476 24-Dec-20 IV) 24-Dec-2020 % % PNBHF 07.50% (Series XXXVI 7.50 10.00 9 INE572E09478 15-Sep-20 Option A) 15-Sep-2020 % % STFC 09.47% (Series PPD 19-20 PP 9.47 10.00 10 INE721A07PQ4 10-Mar-21 J-01) 10-Mar-2021 % % Sundaram HFL 08.3606% (Series 8.36 11 INE667F07HI2 30-Nov-20 3.04% 306) 30-Nov-2020 % 9.45 10.00 12 INE205A07030 Vedanta Ltd. 09.45% 17-Aug-2020 17-Aug-20 % % CRISIL AA and AA+ 1 Bharti Telecom Ltd 08.90% (Series 8.90 10.00 1 INE403D08066 17-Feb-22 to 3 Year Short Term V) 17-Feb-2022 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts Bond Index Cholamandalam Investment & Fin 7.41 2 INE121A07PF0 10-Feb-23 1.75% 07.41% (Series 581)10-Feb-2023 % FICCL 09.10% (Option I Series 68) 9.10 10.00 3 INE535H07AI2 1-Dec-21 01-Dec-2021 % % Hindalco Industries 9.55% (Series-I 9.55 10.00 4 INE038A07258 25-Apr-22 (2012)) 25-Apr-2022 % % IDFC First Bank 8.6070% [SERIES 8.61 10.00 5 INE092T08CB8 IDFC BANK OBB 03/2016 OPTION II] 19-Apr-22 % % 19-Apr-2022 IIFL Home Finance 0% (Series C3 0.00 6 INE477L07883 26-Jul-21 5.46% Option I) 26-Jul-2021 % MMFSL 0% (Series AU2018 Option 0.00 10.00 7 INE774D07SQ1 29-Mar-22 II) 29-Mar-2022 % % Muthoot Fin 09.50% (OptionIV) 27- 9.50 10.00 8 INE414G07EK0 27-Dec-21 Dec-2021 % % PNBHF 07.59% (Series XXXVI 7.59 10.00 9 INE572E09486 27-Jul-22 Option B) 27-Jul-2022 % % STFC 09.10% (Tranche I Series III) 9.10 10.00 10 INE721A07NV9 12-Jul-21 12-Jul-2021 % % Sundaram HFL 08.15% (Series 313) 8.15 11 INE667F07HP7 20-Mar-23 2.79% 20-Mar-2023 % 8.75 10.00 12 INE205A07188 Vedanta Ltd 08.75% 30-Jun-2022 30-Jun-22 % %

Bajaj Finance 07.2525% (Series 7.25 10.00 1 INE296A07QC5 10-Nov-20 223) 10-Nov-2020 % % HDB Financial Services 08.711% 8.71 2 INE756I07CM0 (SERIES 2019 A/1(FX)/132) 18-Feb- 18-Feb-21 3.52% % 2021 HDFC 08.70% (Series- U-008) 15- 8.70 10.00 3 INE001A07RN4 15-Dec-20 Dec-2020 % % Kotak Mahindra Prime Ltd. 07.50% 7.50 CRISIL AAA up to 1 4 INE916DA7PA2 10-Nov-20 3.87% (Series I) 10-Nov-2020 % Year Short Term Bond Larsen & Toubro 06.77% 20-Aug- 6.77 10.00 Index 5 INE018A08AT9 20-Aug-20 2020 % % LICHF 08.80% (Tr 373 Option I) 24- 8.80 10.00 6 INE115A07NQ4 24-Dec-20 Dec-2020 % % NABARD 06.98% (Series 18 G) 30- 6.98 10.00 7 INE261F08907 30-Sep-20 Sep-2020 % % Power Finance Corp.08.20% (Series 8.20 10.00 8 INE134E08JV3 14-Sep-20 182)14-Sep-2020 % % PGC 09.47% (Series - XXVII STRPPS- 9.47 9 INE752E07ER3 31-Mar-21 7.62% J) 31-Mar-2021 % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts RIL 07.07% (PPD Series F) 24-Dec- 7.07 10.00 10 INE002A08526 24-Dec-20 2020 % % RECL 08.37% (Series 134) 14-Aug- 8.37 10.00 11 INE020B08948 14-Aug-20 2020 % % INE306N07KW TCFSL 08.65% (Series N 2018-19 8.65 12 26-Mar-21 4.99% 6 Option I) 26-Mar-2021 % Air India Assets Holding 6.99% 6.99 1 INE0AED08011 16-Dec-22 8.11% (Series 1) 16-Dec-2022 % Bajaj Finance 07.10% (Series 259) 7.10 10.00 2 INE296A07RB5 10-Feb-23 10-Feb-2023 % % HDFC 07.21% (Series- W-005) 30- 7.21 10.00 3 INE001A07SD3 30-Dec-22 Dec-2022 % % LICHF 07.45% (Tranche 396) 10- 7.45 10.00 4 INE115A07OQ2 10-Feb-23 Feb-2023 % % NABARD 08.50% (Series- 19F) 31- 8.50 10.00 5 INE261F08AT4 31-Jan-23 Jan-2023 % % CRISIL AAA 1 to 3 Year NTPC 07.93% (Series 68) 03-May- 7.93 6 INE733E07KK5 3-May-22 4.70% Short Term Bond 2022 % Index Power Finance Corp.08.18% (Series 8.18 10.00 7 INE134E08JW1 19-Mar-22 183) 19-Mar-2022 % % Reliance Industries 07.17% (PPD 7.17 10.00 8 INE002A08500 8-Nov-22 Series - D) 08-Nov-2022 % % Reliance Jio Infocomm Ltd. 08.70% 8.70 9 INE110L07120 16-Jul-21 6.95% (Series PPD16) 16-Jul-2021 % RECL 07.24% (Series 187) 31-Dec- 7.24 10.00 10 INE020B08CG6 31-Dec-22 2022 % % SIDBI 07.89% (Series III FY- 2019- 14-May- 7.89 10.00 11 INE556F08JL5 20) 15-Nov-2022 P/C 14-May-2021 21 % % TCHFL 08.10% (Series I Tranche I) 8.10 12 INE033L07GM9 14-Jan-23 0.25% 14-Jan-2023 % 6.45 10.33 1 IN0020190362 06.45 GS 2029 7-Oct-29 % % 7.57 10.86 2 IN0020190065 07.57% GOI 2033 17-Jun-33 % % 7.32 3 IN0020180488 07.32% GS 2024 28-Jan-24 7.82% % CRISIL Dynamic Gilt 7.26 10.68 4 IN0020180454 07.26% GS 2029 14-Jan-29 Index % % 7.27 5 IN0020190016 07.27% GS 2026 8-Apr-26 4.95% % 6.18 6 IN0020190396 06.18 GS 2024 4-Nov-24 7.42% % 7.17 10.17 7 IN0020170174 07.17% CGL 2028 8-Jan-28 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 15-May- 6.79 10.88 8 IN0020170026 06.79% CGL 2027 27 % % 7.37 9 IN0020180025 07.37% CGL 2023 16-Apr-23 3.60% % 6.79 10.68 10 IN0020160118 06.79% GS 2029 26-Dec-29 % % 6.17 11 IN0020190099 06.17 GS 2021 15-Jul-21 3.71% % 6.84 12 IN0020160050 06.84% GS 2022 19-Dec-22 8.90% % 7.57 17.40 1 IN0020190065 07.57% GOI 2033 17-Jun-33 % % 6.57 2 IN0020160100 06.57% GS 2033 5-Dec-33 9.60% % 7.95 17.44 3 IN0020020106 07.95% CGL 2032 28-Aug-32 % % 6.45 17.68 4 IN0020190362 06.45 GS 2029 7-Oct-29 % % CRISIL Composite Gilt 7.26 18.30 5 IN0020180454 07.26% GS 2029 14-Jan-29 Index % % 7.27 6 IN0020190016 07.27% GS 2026 8-Apr-26 8.47% % 7.32 7 IN0020180488 07.32% GS 2024 28-Jan-24 4.61% % 6.18 8 IN0020190396 06.18 GS 2024 4-Nov-24 4.38% % 7.37 9 IN0020180025 07.37% CGL 2023 16-Apr-23 2.12% % 7.57 18.08 1 IN0020190065 07.57% GOI 2033 17-Jun-33 % % 6.57 2 IN0020160100 06.57% GS 2033 5-Dec-33 9.98% % 6.68 13.96 3 IN0020170042 06.68 GS 2031 17-Sep-31 % % 7.95 18.11 4 IN0020020106 07.95% CGL 2032 28-Aug-32 CRISIL Long Term Gilt % % Index 6.83 5 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 1.95% % 7.40 14.85 6 IN0020050012 07.40% CGL 2035 9-Sep-35 % % 6.62 7 IN0020160092 06.62% GS 2051 28-Nov-51 8.23% % 8.24 14.86 8 IN0020140052 08.24% GOI 2033 10-Nov-33 % % CRISIL Medium Term 6.45 13.50 1 IN0020190362 06.45 GS 2029 7-Oct-29 Gilt Index % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 7.26 13.97 2 IN0020180454 07.26% GS 2029 14-Jan-29 % % 7.27 3 IN0020190016 07.27% GS 2026 8-Apr-26 6.47% % 7.17 13.31 4 IN0020170174 07.17% CGL 2028 8-Jan-28 % % 15-May- 6.79 14.23 5 IN0020170026 06.79% CGL 2027 27 % % 6.79 13.97 6 IN0020160118 06.79% GS 2029 26-Dec-29 % % 7.59 13.99 7 IN0020150093 07.59% GS 2026 11-Jan-26 % % 6.97 10.55 8 IN0020160035 06.97% GS 2026 6-Sep-26 % % 7.32 15.99 1 IN0020180488 07.32% GS 2024 28-Jan-24 % % 6.18 15.17 2 IN0020190396 06.18 GS 2024 4-Nov-24 % % 7.37 3 IN0020180025 07.37% CGL 2023 16-Apr-23 7.35% % 6.17 4 IN0020190099 06.17 GS 2021 15-Jul-21 7.57% CRISIL Short Term Gilt % Index 7.68 16.20 5 IN0020150010 07.68% GS 2023 15-Dec-23 % % 6.84 18.19 6 IN0020160050 06.84% GS 2022 19-Dec-22 % % 20-May- 7.16 14.17 7 IN0020130012 07.16% CGL 2023 23 % % 7.00 8 IN0020180470 07.00% GS 2021 21-Jan-21 5.36% % Small Industries Development Bank 10.00 1 INE556F16663 24-Jun-20 - Of India % 10.00 2 INE514E16BO1 Export Import 24-Jun-20 - % 10.00 3 INE141A16ZM4 19-Jun-20 - % 10.00 4 INE095A16D55 IndusInd Bank Ltd. 29-Jun-20 - CRISIL 1 Month CD % Index 10.00 5 INE238A165S9 Axis Bank Ltd. 29-Jun-20 - % 10.00 6 INE237A163L0 Ltd. 26-Jun-20 - % 10.00 7 INE434A16QU5 22-Jun-20 - % 10.00 8 INE976G16LA5 RBL Bank Ltd. 29-Jun-20 - % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 10.00 9 INE028A16CA7 Bank Of Baroda 27-Jun-20 - % 10.00 10 INE092T16OF7 IDFC First Bank Ltd. 29-Jun-20 - % 10.00 1 INE238A165P5 Axis Bank Ltd. 30-Jul-20 - % Small Industries Development Bank 10.00 2 INE556F16705 24-Jul-20 - Of India % 10.00 3 INE434A16QN0 Union Bank Of India 30-Jul-20 - % 10.00 4 INE092T16ON1 IDFC First Bank Ltd. 23-Jul-20 - % National Bank for Agriculture & 10.00 5 INE261F16439 16-Jul-20 - CRISIL 2 month CD Rural Development % Index 10.00 6 INE028A16CC3 Bank Of Baroda 20-Jul-20 - % 10.00 7 INE095A16B08 IndusInd Bank Ltd. 30-Jul-20 - % 10.00 8 INE237A167J5 Kotak Mahindra Bank Ltd. 28-Jul-20 - % 10.00 9 INE040A16CH7 HDFC Bank Ltd. 17-Jul-20 - % 10.00 10 INE090A162V7 ICICI Bank Ltd. 17-Jul-20 - % 11.11 1 INE092T16OR2 IDFC First Bank Ltd. 17-Aug-20 - % 11.11 2 INE238A165Q3 Axis Bank Ltd. 19-Aug-20 - % 11.11 3 INE095A16B65 IndusInd Bank Ltd. 26-Aug-20 - % 11.11 4 INE434A16RD9 Union Bank Of India 31-Aug-20 - % CRISIL 3 month CD 11.11 5 INE090A165T4 ICICI Bank Ltd. 30-Aug-20 - Index % 11.11 6 INE949L16AA5 AU Small Finance Bank Ltd. 28-Aug-20 - % 11.11 7 INE551W16735 Ujjivan Small Finance Bank Ltd. 28-Aug-20 - % 11.11 8 INE608A16OU9 Punjab & Sind Bank 27-Aug-20 - % 11.11 9 INE141A16ZO0 Punjab National Bank 20-Aug-20 - % 10.00 1 INE238A167R7 Axis Bank Ltd. 13-Nov-20 - CRISIL 6 month CD % Index 10.00 2 INE949L16973 AU Small Finance Bank Ltd. 2-Dec-20 - % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 10.00 3 INE514E16BP8 Export Import Bank Of India 2-Dec-20 - % Small Industries Development Bank 10.00 4 INE556F16754 2-Dec-20 - Of India % 10.00 5 INE095A16E21 IndusInd Bank Ltd. 1-Dec-20 - % 10.00 6 INE551W16818 Ujjivan Small Finance Bank Ltd. 20-Nov-20 - % 10.00 7 INE237A166K5 Kotak Mahindra Bank Ltd. 26-Nov-20 - % 10.00 8 INE562A16KB6 Indian Bank 25-Nov-20 - % 10.00 9 INE028A16BU7 Bank Of Baroda 25-Nov-20 - % 10.00 10 INE171A16IL9 Ltd. 23-Nov-20 - % 100.0 CRISIL 1 Year CD Index 1 INE028A16CD1 Bank Of Baroda 26-Apr-21 - 0% 1 INE683A16NC2 Ltd. 1-Jun-20 - 0.55% 2 INE545U16228 Ltd. 1-Jun-20 - 0.55% 3 INE667A16GX5 Canara Bank 1-Jun-20 - 0.55% 4 INE171A16IO3 Federal Bank Ltd. 1-Jun-20 - 0.55% 5 INE028A16BO0 Bank Of Baroda 1-Jun-20 - 0.55% 6 INE092T16NZ7 IDFC First Bank Ltd. 2-Jun-20 - 0.55% 7 INE562A16JS2 Indian Bank 1-Jun-20 - 0.55% Cooperatieve Centrale Raiffeisen- 8 2-Jun-20 - 0.55% INE480Q16457 Boerenleenbank 9 INE551W16891 Ujjivan Small Finance Bank Ltd. 2-Jun-20 - 0.55% 10 INE949L16AJ6 AU Small Finance Bank Ltd. 1-Jun-20 - 0.55% CRISIL Up to 91-Day 11 INE07PX16038 Sbm Bank (India) Ltd. 1-Jun-20 - 0.55% CD Index 12 INE095A16F87 IndusInd Bank Ltd. 11-Jun-20 - 0.55% 13 INE667A16GY3 Canara Bank 9-Jun-20 - 0.55% 14 INE141A16A52 Punjab National Bank 5-Jun-20 - 0.55% 15 INE434A16QK6 Union Bank Of India 5-Jun-20 - 0.55% Small Industries Development Bank 16 4-Jun-20 - 0.55% INE556F16648 Of India 17 INE514E16AY2 Export Import Bank Of India 8-Jun-20 - 0.55% 18 INE551W16909 Ujjivan Small Finance Bank Ltd. 5-Jun-20 - 0.55% 19 INE063P16818 Equitas Small Finance Bank Ltd. 3-Jun-20 - 0.55% 20 INE171A16ID6 Federal Bank Ltd. 2-Jun-20 - 0.55% 21 INE503A16GN3 DCB Bank Ltd. 26-Jun-20 - 0.55% 22 INE237A169L7 Kotak Mahindra Bank Ltd. 17-Jun-20 - 0.55% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 23 INE238A164U8 Axis Bank Ltd. 15-Jun-20 - 0.55% 24 INE028A16BZ6 Bank Of Baroda 15-Jun-20 - 0.55% 25 INE084A16CC6 Bank Of India 15-Jun-20 - 0.55% 26 INE434A16RE7 Union Bank Of India 12-Jun-20 - 0.55% 27 INE667A16GZ0 Canara Bank 12-Jun-20 - 0.55% INE090A167W 28 ICICI Bank Ltd. 12-Jun-20 - 0.55% 4 29 INE171A16IR6 Federal Bank Ltd. 10-Jun-20 - 0.55% 30 INE551W16917 Ujjivan Small Finance Bank Ltd. 8-Jun-20 - 0.55% 31 INE092T16OC4 IDFC First Bank Ltd. 5-Jun-20 - 0.55% 32 INE063P16826 Equitas Small Finance Bank Ltd. 5-Jun-20 - 0.55% Small Industries Development Bank 33 24-Jun-20 - 0.55% INE556F16663 Of India 34 INE514E16BO1 Export Import Bank Of India 24-Jun-20 - 0.55% 35 INE095A16A82 IndusInd Bank Ltd. 23-Jun-20 - 0.55% 36 INE141A16ZM4 Punjab National Bank 19-Jun-20 - 0.55% National Bank for Agriculture & 37 12-Jun-20 - 0.55% INE261F16421 Rural Development 38 INE949L16890 AU Small Finance Bank Ltd. 26-Jun-20 - 0.55% 39 INE545U16194 Bandhan Bank Ltd. 19-Jun-20 - 0.55% 40 INE07PX16012 Sbm Bank (India) Ltd. 12-Jun-20 - 0.55% 41 INE976G16LA5 RBL Bank Ltd. 29-Jun-20 - 0.55% 42 INE092T16OE0 IDFC First Bank Ltd. 26-Jun-20 - 0.55% Small Industries Development Bank 43 10-Jul-20 - 1.30% INE556F16671 Of India 44 INE238A165S9 Axis Bank Ltd. 29-Jun-20 - 0.55% 45 INE095A16D55 IndusInd Bank Ltd. 29-Jun-20 - 0.55% 46 INE237A163L0 Kotak Mahindra Bank Ltd. 26-Jun-20 - 0.55% 47 INE434A16QU5 Union Bank Of India 22-Jun-20 - 0.55% 48 INE171A16IE4 Federal Bank Ltd. 15-Jul-20 - 1.30% 49 INE562A16JW4 Indian Bank 15-Jul-20 - 1.30% 50 INE735W16262 Utkarsh Small Finance Bank Ltd. 6-Jul-20 - 1.30% 51 INE092T16MC8 IDFC First Bank Ltd. 25-Jun-20 - 0.55% 52 INE090A161V9 ICICI Bank Ltd. 24-Jun-20 - 0.55% 53 INE063P16685 Equitas Small Finance Bank Ltd. 23-Jun-20 - 0.55% 54 INE028A16CA7 Bank Of Baroda 27-Jun-20 - 0.55% 55 INE095A16F12 IndusInd Bank Ltd. 17-Jun-20 - 0.55% 56 INE237A165L5 Kotak Mahindra Bank Ltd. 30-Jun-20 - 0.55% 57 INE092T16OF7 IDFC First Bank Ltd. 29-Jun-20 - 0.55% 58 INE434A16QL4 Union Bank Of India 25-Jun-20 - 0.55% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 59 INE608A16ON4 Punjab & Sind Bank 8-Jun-20 - 0.55% 60 INE238A165P5 Axis Bank Ltd. 30-Jul-20 - 1.30% Small Industries Development Bank 61 24-Jul-20 - 1.30% INE556F16705 Of India 62 INE090A162V7 ICICI Bank Ltd. 17-Jul-20 - 1.30% National Bank for Agriculture & 63 16-Jul-20 - 1.30% INE261F16439 Rural Development 64 INE735W16288 Utkarsh Small Finance Bank Ltd. 3-Aug-20 - 1.84% 65 INE434A16QN0 Union Bank Of India 30-Jul-20 - 1.30% 66 INE095A16B08 IndusInd Bank Ltd. 30-Jul-20 - 1.30% 67 INE237A167J5 Kotak Mahindra Bank Ltd. 28-Jul-20 - 1.30% 68 INE028A16CC3 Bank Of Baroda 20-Jul-20 - 1.30% 69 INE040A16CH7 HDFC Bank Ltd. 17-Jul-20 - 1.30% INE092T16OM 70 IDFC First Bank Ltd. 16-Jul-20 - 1.30% 3 71 INE092T16ON1 IDFC First Bank Ltd. 23-Jul-20 - 1.30% 72 INE090A163V5 ICICI Bank Ltd. 13-Aug-20 - 1.84% 73 INE238A160Q4 Axis Bank Ltd. 7-Aug-20 - 1.84% National Bank for Agriculture & 74 5-Aug-20 - 1.84% INE261F16454 Rural Development Small Industries Development Bank 75 29-Jul-20 - 1.30% INE556F16713 Of India 76 INE141A16A11 Punjab National Bank 10-Aug-20 - 1.84% INE028A16BW 77 Bank Of Baroda 5-Aug-20 - 1.84% 3 78 INE063P16693 Equitas Small Finance Bank Ltd. 4-Aug-20 - 1.84% 79 INE095A16B57 IndusInd Bank Ltd. 27-Jul-20 - 1.30% INE434A16QM 80 Union Bank Of India 20-Jul-20 - 1.30% 2 81 INE976G16LC1 RBL Bank Ltd. 8-Jul-20 - 1.30% 82 INE095A16C56 IndusInd Bank Ltd. 26-Jun-20 - 0.55% 83 INE238A161Q2 Axis Bank Ltd. 26-Jun-20 - 0.55% 84 INE237A160L6 Kotak Mahindra Bank Ltd. 22-Jun-20 - 0.55% 85 INE092T16OG5 IDFC First Bank Ltd. 22-Jun-20 - 0.55% Small Industries Development Bank 86 17-Jun-20 - 0.55% INE556F16655 Of India 87 INE434A16QT7 Union Bank Of India 16-Jun-20 - 0.55% 88 INE095A16C98 IndusInd Bank Ltd. 12-Jun-20 - 0.55% 89 INE092T16ML9 IDFC First Bank Ltd. 10-Jun-20 - 0.55% 90 INE238A163U0 Axis Bank Ltd. 12-Jun-20 - 0.55% 91 INE976G16KZ4 RBL Bank Ltd. 5-Jun-20 - 0.55% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 92 INE551W16883 Ujjivan Small Finance Bank Ltd. 1-Jun-20 - 0.55% 93 INE092T16OR2 IDFC First Bank Ltd. 17-Aug-20 - 1.84% 94 INE976G16LD9 RBL Bank Ltd. 11-Aug-20 - 1.84% 95 INE095A16B65 IndusInd Bank Ltd. 26-Aug-20 - 1.84% 96 INE238A166Q1 Axis Bank Ltd. 20-Aug-20 - 1.84% 97 INE434A16RD9 Union Bank Of India 31-Aug-20 - 1.84% 98 INE090A165T4 ICICI Bank Ltd. 30-Aug-20 - 1.84% 99 INE551W16735 Ujjivan Small Finance Bank Ltd. 28-Aug-20 - 1.84% 10 AU Small Finance Bank Ltd. 28-Aug-20 - 1.84% 0 INE949L16AA5 10 Punjab & Sind Bank 27-Aug-20 - 1.84% 1 INE608A16OU9 10 Punjab National Bank 20-Aug-20 - 1.84% 2 INE141A16ZO0 10 Axis Bank Ltd. 29-Jul-20 - 1.30% 3 INE238A164P8 10 IndusInd Bank Ltd. 24-Jul-20 - 1.30% 4 INE095A16I01 10 Small Industries Development Bank 23-Jul-20 - 1.30% 5 INE556F16697 Of India 10 National Bank for Agriculture & 22-Jul-20 - 1.30% 6 INE261F16447 Rural Development 10 IDFC First Bank Ltd. 22-Jul-20 - 1.30% 7 INE092T16OO9 10 Axis Bank Ltd. 23-Jun-20 - 0.55% 8 INE238A169R3 10 IndusInd Bank Ltd. 24-Jun-20 - 0.55% 9 INE095A16H85 Chennai Petroleum Corporation 1 30-Jun-20 - 5.83% INE178A14FK7 Ltd. 2 INE289B14GC5 Gic Housing Finance Ltd. 26-Jun-20 - 3.33% 3 INE463A14JD0 Berger Paints India Ltd. 26-Jun-20 - 5.83% 4 INE763G14HZ7 ICICI Securities Ltd. 26-Jun-20 - 6.67% Bahadur Chand Investments Pvt. 5 26-Jun-20 - 6.67% CRISIL 1 Month CP INE087M14850 Ltd. Index 6 INE865C14FC2 Aditya Birla Money Ltd. 25-Jun-20 - 6.67% Hindustan Petroleum Corporation 7 23-Jun-20 - 5.83% INE094A14FS9 Ltd. 8 INE205A14VK5 Vedanta Ltd. 22-Jun-20 - 5.83% 9 INE472A14LS5 Blue Star Ltd. 30-Jun-20 - 5.83% 10 INE140A14E36 Piramal Enterprises Ltd. 18-Jun-20 - 5.83% 11 INE242A14QE1 Indian Oil Corporation Ltd. 30-Jun-20 - 5.83% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 12 INE850D14IF9 Godrej Agrovet Ltd. 30-Jun-20 - 5.83% 13 INE377Y14488 Bajaj Housing Finance Ltd. 24-Jun-20 - 3.33% 14 INE572E14HH5 PNB Housing Finance Ltd. 24-Jun-20 - 3.33% 15 INE191B14382 Welspun Corp Ltd. 30-Jun-20 - 5.83% 16 INE702C14AX4 APL Apollo Tubes Ltd. 29-Jun-20 - 5.83% 17 INE044A14567 Sun Pharmaceutical Industries Ltd. 17-Jun-20 - 5.83% 18 INE901L14888 Alembic Pharmaceuticals Ltd. 16-Jun-20 - 5.83% 1 INE242A14QO0 Indian Oil Corporation Ltd. 27-Jul-20 - 5.83% 2 INE205A14VI9 Vedanta Ltd. 31-Jul-20 - 5.83% 3 INE002A14FB8 Reliance Industries Ltd. 30-Jul-20 - 5.83% Hindustan Petroleum Corporation 4 INE094A14FR1 28-Jul-20 - 5.83% Ltd. 5 INE886H14EP2 TV18 Broadcast Ltd. 31-Jul-20 - 8.75% 6 INE870H14JZ4 Network 18 Media & Invst. Ltd. 9-Jul-20 - 8.75% 7 INE721A14DC6 Shriram Transport Finance Co. Ltd. 29-Jul-20 - 6.67% 8 INE289B14GD3 Gic Housing Finance Ltd. 10-Jul-20 - 3.33% CRISIL 2 Month CP Bahadur Chand Investments Pvt. 9 INE087M14835 29-Jul-20 - 6.67% Index Ltd. Small Industries Development Bank 10 INE556F14HR4 16-Jul-20 - 6.67% Of India 11 INE169A14GN8 Coromandel International Ltd. 20-Jul-20 - 5.83% 12 INE019A14IU6 JSW Steel Ltd. 29-Jul-20 - 5.83% 13 INE077E14BW7 Essel Mining & Industries Ltd. 23-Jul-20 - 5.83% 14 INE563J14344 Astec Lifesciences Ltd. 31-Jul-20 - 5.83% 15 INE628A14EB3 UPL Ltd. 29-Jul-20 - 5.83% 16 INE377Y14504 Bajaj Housing Finance Ltd. 29-Jul-20 - 3.33% 17 INE033L14LD4 Tata Capital Housing Finance Ltd. 29-Jul-20 - 3.33% 1 INE110L14OK9 Reliance Jio Infocomm Ltd. 17-Aug-20 - 5.83% 2 INE002A14FD4 Reliance Industries Ltd. 10-Aug-20 - 5.83% 3 INE033L14LE2 Tata Capital Housing Finance Ltd. 10-Aug-20 - 3.33% 4 INE267A14416 Hindustan Zinc Ltd. 10-Aug-20 - 5.83% INE001A14WO Housing Development Finance 5 10-Aug-20 - 3.33% 8 Corporation Ltd. CRISIL 3 Month CP 6 INE733E14781 NTPC 13-Aug-20 - 5.83% Index 7 INE514E14OQ4 Export Import Bank Of India 13-Aug-20 - 6.67% 8 INE114A14IV3 Steel Authority Of India Ltd. 13-Aug-20 - 5.83% 9 INE403D14304 Bharti Telecom Ltd. 14-Aug-20 - 5.83% 10 INE245A14DI3 Tata Power Co. Ltd. 13-Aug-20 - 5.83% 11 INE296A14QN8 Bajaj Finance Ltd. 17-Aug-20 - 6.67% 12 INE522D14MO Manappuram Finance Ltd. 14-Aug-20 - 6.67% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 8 13 INE397D14241 Bharti Airtel Ltd. 17-Aug-20 - 5.83% 14 INE831R14BP3 Aditya Birla Housing Finance Ltd. 14-Aug-20 - 3.33% Rashtriya Chemicals & Fertilizers 15 INE027A14810 13-Aug-20 - 8.75% Ltd. 16 INE07OQ14089 Posco Steel Pvt. Ltd. 25-Aug-20 - 5.83% 17 INE628A14EC1 UPL Ltd. 10-Aug-20 - 8.75% INE660A14VM 1 Sundaram Finance Ltd. 4-Nov-20 - 6.67% 7 10.00 2 INE850D14II3 Godrej Agrovet Ltd. 30-Oct-20 - % 3 INE494B14497 TVS Motor Co. Ltd. 4-Nov-20 - 6.67% 10.00 4 INE890A14944 JMC Projects (India) Ltd. 4-Nov-20 - % 5 INE824H14CB7 Julius Baer Capital (India) Pvt. Ltd. 13-Nov-20 - 6.67% Mahindra Vehicle Manufacturers 6 INE244N14376 13-Nov-20 - 6.67% Ltd. INE001A14WD Housing Development Finance 7 27-Nov-20 - 3.33% CRISIL 6 Month CP 1 Corporation Ltd. Index 8 INE115A14CI0 LIC Housing Finance Ltd. 19-Nov-20 - 3.33% 9 INE477A14AQ1 CanFin Homes Ltd. 18-Nov-20 - 3.33% Investments & Loans 10 INE704I14CY1 27-Nov-20 - 6.67% (India) Pvt. Ltd. 10.00 11 INE472A14LT3 Blue Star Ltd. 23-Oct-20 - % 10.00 12 INE371K14AG6 Tata Realty & Infrastructure Ltd. 30-Oct-20 - % INE155A14RM 13 Tata Motors Ltd. 27-Nov-20 - 6.67% 6 10.00 14 INE257A14193 Bharat Heavy Electricals Ltd. 27-Nov-20 - % 23.33 1 INE275B14060 Huhtamaki Ppl Ltd. 7-May-21 - % INE522D14MN 14-May- 2 Manappuram Finance Ltd. - 6.67% 0 21 23.33 3 INE404K14FT7 Shapoorji Pallonji & Company Ltd. 29-Apr-21 - % CRISIL 1 Year CP Index Tata Teleservices (Maharashtra) 23.33 4 INE517B14610 23-Apr-21 - Ltd. % INE001A14WN Housing Development Finance 10.00 5 15-Apr-21 - 0 Corporation Ltd. % 6 INE523H14T62 JM Financial Products Ltd. 6-Apr-21 - 6.67% 7 INE027E14JF0 L&T Finance Ltd. 31-Mar-21 - 6.67% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 1 INE245A14CY2 Tata Power Co. Ltd. 2-Jun-20 - 0.27% 2 INE213A14154 Oil & Natural Gas Corporation Ltd. 2-Jun-20 - 0.27% Rashtriya Chemicals & Fertilizers 3 1-Jun-20 - 0.27% INE027A14778 Ltd. 4 INE445L14BI0 Nabha Power Ltd. 12-Jun-20 - 0.27% 5 INE472A14LO4 Blue Star Ltd. 12-Jun-20 - 0.27% Hindustan Petroleum Corporation 6 12-Jun-20 - 0.27% INE094A14FJ8 Ltd. 7 INE081A14AR9 Tata Steel Ltd. 3-Jun-20 - 0.27% 8 INE242A14PV7 Indian Oil Corporation Ltd. 1-Jun-20 - 0.27% 9 INE047A14586 Grasim Industries Ltd. 12-Jun-20 - 0.27% 10 INE514E14OL5 Export Import Bank Of India 11-Jun-20 - 0.27% 11 INE870D14CU9 National Fertilizers Ltd. 11-Jun-20 - 0.27% 12 INE110L14NR6 Reliance Jio Infocomm Ltd. 10-Jun-20 - 0.27% 13 INE742O14DY7 Reliance Retail Ltd. 23-Jun-20 - 0.27% 14 INE414G14OH1 Muthoot Finance Ltd. 18-Jun-20 - 0.27% 15 INE002A14ER7 Reliance Industries Ltd. 17-Jun-20 - 0.27% 16 INE044A14567 Sun Pharmaceutical Industries Ltd. 17-Jun-20 - 0.27% 17 INE870D14CV7 National Fertilizers Ltd. 17-Jun-20 - 0.27% CRISIL Up to 91-Day Tata Teleservices (Maharashtra) 18 17-Jun-20 - 0.27% CP Index INE517B14602 Ltd. 19 INE037E14910 Tata Teleservices Ltd. 17-Jun-20 - 0.27% 20 INE601U14EJ1 Tata Motors Finance Ltd. 16-Jun-20 - 0.27% National Bank for Agriculture & 21 15-Jun-20 - 0.27% INE261F14GO0 Rural Development 22 INE110L14NX4 Reliance Jio Infocomm Ltd. 15-Jun-20 - 0.27% 23 INE522D14MI0 Manappuram Finance Ltd. 15-Jun-20 - 0.27% Power Grid Corporation of India 24 15-Jun-20 - 0.27% INE752E14427 Ltd. Rural Electrification Corporation 25 15-Jun-20 - 0.27% INE020B14649 Ltd. 26 INE514E14ON1 Export Import Bank Of India 12-Jun-20 - 0.27% Chambal Fertilizers & Chemicals 27 11-Jun-20 - 0.27% INE085A14GX5 Ltd. 28 INE733E14732 NTPC 10-Jun-20 - 0.27% 29 INE557F14ET5 10-Jun-20 - 0.27% Cholamandalam Investment & 30 10-Jun-20 - 0.27% INE121A14SJ2 Finance Co. Ltd. INE115A14CM 31 LIC Housing Finance Ltd. 8-Jun-20 - 0.27% 2 32 INE245A14CZ9 Tata Power Co. Ltd. 8-Jun-20 - 0.27% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 33 INE404K14FQ3 Shapoorji Pallonji & Company Ltd. 7-Jul-20 - 0.50% 34 INE469Z14035 Bharti Realty Ltd. 3-Jul-20 - 0.50% 35 INE733E14757 NTPC 3-Jul-20 - 0.50% 36 INE140A14E44 Piramal Enterprises Ltd. 3-Jul-20 - 0.50% 37 INE824H14CA9 Julius Baer Capital (India) Pvt. Ltd. 30-Jun-20 - 0.27% 38 INE557F14EV1 National Housing Bank 29-Jun-20 - 0.27% 39 INE029A14915 Bharat Petroleum Corporation Ltd. 29-Jun-20 - 0.27% Godrej & Boyce Manufacturing Co. 40 26-Jun-20 - 0.27% INE982D14976 Ltd. INE742F14MQ Adani Ports & Special Economic 41 25-Jun-20 - 0.27% 2 Zone Ltd. 42 INE205A14VC2 Vedanta Ltd. 25-Jun-20 - 0.27% Hindustan Petroleum Corporation 43 25-Jun-20 - 0.27% INE094A14FI0 Ltd. 44 INE582L14FM3 Tata Housing Development Co. Ltd. 24-Jun-20 - 0.27% 45 INE514E14OO9 Export Import Bank Of India 22-Jun-20 - 0.27% 46 INE110L14NY2 Reliance Jio Infocomm Ltd. 22-Jun-20 - 0.27% National Bank for Agriculture & 47 19-Jun-20 - 0.27% INE261F14GP7 Rural Development 48 INE288B14378 Deepak Nitrite Ltd. 19-Jun-20 - 0.27% 49 INE343G14222 Bharti Hexacom Ltd. 17-Jun-20 - 0.27% Housing Development Finance 50 15-Jun-20 - 0.27% INE001A14WL4 Corporation Ltd. 51 INE081A14AS7 Tata Steel Ltd. 15-Jun-20 - 0.27% INE242A14PW 52 Indian Oil Corporation Ltd. 15-Jun-20 - 0.27% 5 53 INE975F14RZ8 Kotak Mahindra Investments Ltd. 3-Jun-20 - 0.27% Small Industries Development Bank 54 3-Jun-20 - 0.27% INE556F14HL7 Of India National Bank for Agriculture & 55 3-Jun-20 - 0.27% INE261F14FS3 Rural Development 56 INE572E14IB6 PNB Housing Finance Ltd. 3-Jun-20 - 0.27% 57 INE647O14DE0 Aditya Birla Fashion & Retail Ltd. 3-Jun-20 - 0.27% 58 INE831R14BL2 Aditya Birla Housing Finance Ltd. 3-Jun-20 - 0.27% 59 INE191B14374 Welspun Corp Ltd. 3-Jun-20 - 0.27% 60 INE389H14FC2 KEC International Ltd. 3-Jun-20 - 0.27% 61 INE582L14FQ4 Tata Housing Development Co. Ltd. 3-Jun-20 - 0.27% 62 INE769A14536 Aarti Industries Ltd. 3-Jun-20 - 0.27% 63 INE935N14015 Dixon Technologies (India) Ltd. 3-Jun-20 - 0.27% 64 INE09OL14342 Birla Group Holdings Pvt. Ltd. 3-Jun-20 - 0.27% 65 INE625G14198 Welspun Enterprises Ltd. 3-Jun-20 - 0.27% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 66 INE769A14544 Aarti Industries Ltd. 3-Jul-20 - 0.50% 67 INE242A14QG6 Indian Oil Corporation Ltd. 2-Jul-20 - 0.50% INE870D14CW 68 National Fertilizers Ltd. 30-Jun-20 - 0.27% 5 Chambal Fertilizers & Chemicals 69 30-Jun-20 - 0.27% INE085A14GY3 Ltd. 70 INE472A14LS5 Blue Star Ltd. 30-Jun-20 - 0.27% Gujarat State Fertilizers & 71 30-Jun-20 - 0.27% INE026A14598 Chemicals Ltd. 72 INE203E14413 Raychem RPG Private Ltd. 30-Jun-20 - 0.27% 73 INE245A14DC6 Tata Power Co. Ltd. 26-Jun-20 - 0.27% 74 INE114A14IR1 Steel Authority Of India Ltd. 26-Jun-20 - 0.27% 75 INE155A14RD5 Tata Motors Ltd. 26-Jun-20 - 0.27% 76 INE870H14JT7 Network 18 Media & Invst. Ltd. 26-Jun-20 - 0.27% 77 INE126A14DZ9 Eid-Parry (India) Ltd. 26-Jun-20 - 0.27% 78 INE110L14NZ9 Reliance Jio Infocomm Ltd. 24-Jun-20 - 0.27% Chennai Petroleum Corporation 79 18-Jun-20 - 0.27% INE178A14FL5 Ltd. 80 INE563J14328 Astec Lifesciences Ltd. 15-Jun-20 - 0.27% 81 INE055A14ID6 Century Textiles & Industries Ltd. 12-Jun-20 - 0.27% 82 INE102D14708 Godrej Consumer Products Ltd. 10-Jun-20 - 0.27% 83 INE029A14949 Bharat Petroleum Corporation Ltd. 10-Jun-20 - 0.27% INE763G14HW 84 ICICI Securities Ltd. 9-Jun-20 - 0.27% 4 85 INE733E14740 NTPC 23-Jun-20 - 0.27% 86 INE110L14OA0 Reliance Jio Infocomm Ltd. 17-Jul-20 - 0.50% 87 INE027E14JG8 L&T Finance Ltd. 17-Jul-20 - 0.50% 88 INE155A14RE3 Tata Motors Ltd. 16-Jul-20 - 0.50% 89 INE816K14815 RSPL Ltd. 16-Jul-20 - 0.50% 90 INE002A14ET3 Reliance Industries Ltd. 15-Jul-20 - 0.50% 91 INE140A14F01 Piramal Enterprises Ltd. 15-Jul-20 - 0.50% 92 INE00M214164 Sterling And Wilson Solar Pvt. Ltd. 15-Jul-20 - 0.50% 93 INE233A14PI3 Godrej Industries Ltd. 15-Jul-20 - 0.50% 94 INE482A14965 Ceat Ltd. 15-Jul-20 - 0.50% 95 INE029A14956 Bharat Petroleum Corporation Ltd. 14-Jul-20 - 0.50% 96 INE169A14GL2 Coromandel International Ltd. 14-Jul-20 - 0.50% 97 INE04TA14063 Volkswagen India Pvt. Ltd. 14-Jul-20 - 0.50% Mahindra Vehicle Manufacturers 98 14-Jul-20 - 0.50% INE244N14350 Ltd. 99 INE055A14IE4 Century Textiles & Industries Ltd. 13-Jul-20 - 0.50% Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 10 Hindalco Industries Ltd. 10-Jul-20 - 0.50% 0 INE038A14270 10 Chambal Fertilizers & Chemicals 10-Jul-20 - 0.50% 1 INE085A14GZ0 Ltd. 10 Jindal Saw Ltd. 10-Jul-20 - 0.50% 2 INE324A14837 10 Gujarat State Fertilizers & 10-Jul-20 - 0.50% 3 INE026A14580 Chemicals Ltd. 10 National Bank for Agriculture & 9-Jul-20 - 0.50% 4 INE261F14GQ5 Rural Development 10 Bharat Heavy Electricals Ltd. 8-Jul-20 - 0.50% 5 INE257A14300 10 Kribhco Fertilizers Ltd. 8-Jun-20 - 0.27% 6 INE486H14AU9 10 Nabha Power Ltd. 8-Jun-20 - 0.27% 7 INE445L14BK6 10 Indian Oil Corporation Ltd. 5-Jun-20 - 0.27% 8 INE242A14QK8 10 Fullerton India Credit Co. Ltd. 10-Jun-20 - 0.27% 9 INE535H14HX2 11 Birla Group Holdings Pvt. Ltd. 5-Jun-20 - 0.27% 0 INE09OL14359 11 Tata Power Renewable Energy Ltd. 12-Jun-20 - 0.27% 1 INE607M14467 11 National Bank for Agriculture & 8-Jun-20 - 0.27% 2 INE261F14GA9 Rural Development 11 Cholamandalam Investment & 12-Jun-20 - 0.27% 3 INE121A14RD7 Finance Co. Ltd. 11 Reliance Jio Infocomm Ltd. 5-Jun-20 - 0.27% 4 INE110L14NV8 11 Reliance Industries Ltd. 8-Jun-20 - 0.27% 5 INE002A14EN6 11 Hero Fincorp Ltd. 12-Jun-20 - 0.27% 6 INE957N14CI8 11 Savex Technologies Pvt. Ltd. 12-Jun-20 - 0.27% 7 INE00V114041 11 Mahindra Vehicle Manufacturers 12-Jun-20 - 0.27% 8 INE244N14327 Ltd. 11 INE403G14MD Investments & 12-Jun-20 - 0.27% 9 7 Loans (India) Ltd. 12 JSW Steel Ltd. 12-Jun-20 - 0.27% 0 INE019A14IO9 12 INE522D14MH Manappuram Finance Ltd. 12-Jun-20 - 0.27% 1 2 12 Tata Motors Finance Ltd. 12-Jun-20 - 0.27% 2 INE601U14EL7 Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 12 Carat Lane Trading Pvt. Ltd. 12-Jun-20 - 0.27% 3 INE015Y14039 12 Dalmia Cement (Bharat) Ltd. 12-Jun-20 - 0.27% 4 INE755K14BR5 12 AXIS FINANCE LTD. 12-Jun-20 - 0.27% 5 INE891K14JD1 12 Indian Oil Corporation Ltd. 8-Jul-20 - 0.50% 6 INE242A14QH4 12 BASF India Ltd. 30-Jun-20 - 0.27% 7 INE373A14990 12 Bharti Airtel Ltd. 30-Jun-20 - 0.27% 8 INE397D14225 12 Nuvoco Vistas Corporation Ltd. 30-Jun-20 - 0.27% 9 INE118D14449 13 Berger Paints India Ltd. 30-Jun-20 - 0.27% 0 INE463A14JC2 13 Network 18 Media & Invst. Ltd. 29-Jun-20 - 0.27% 1 INE870H14JU5 13 TMF Holdings Ltd. 29-Jun-20 - 0.27% 2 INE909H14OL0 13 Chambal Fertilizers & Chemicals 29-Jun-20 - 0.27% 3 INE085A14HB9 Ltd. 13 The Ramco Cements Ltd. 29-Jun-20 - 0.27% 4 INE331A14JX7 13 Ultratech Cement Ltd. 26-Jun-20 - 0.27% 5 INE481G14BT2 13 Motilal Oswal Financial Services 26-Jun-20 - 0.27% 6 INE338I14BP8 Ltd. 13 Tata Cleantech Capital Ltd. 26-Jun-20 - 0.27% 7 INE857Q14667 13 Vardhman Textiles Ltd. 23-Jun-20 - 0.27% 8 INE825A14882 13 Tata Power Co. Ltd. 22-Jun-20 - 0.27% 9 INE245A14DD4 14 ICICI Home Finance Co. Ltd. 22-Jun-20 - 0.27% 0 INE071G14DE9 14 ICICI Securities Primary Dealership 19-Jun-20 - 0.27% 1 INE849D14GO7 Ltd. 14 Aditya Birla Fashion & Retail Ltd. 19-Jun-20 - 0.27% 2 INE647O14DI1 14 ICICI Securities Ltd. 19-Jun-20 - 0.27% 3 INE763G14HX2 14 Rashtriya Chemicals & Fertilizers 19-Jun-20 - 0.27% 4 INE027A14794 Ltd. 14 Bombay Burmah Trading 19-Jun-20 - 0.27% 5 INE050A14432 Corporation Ltd. Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 14 NTPC 3-Aug-20 - 1.30% 6 INE733E14773 14 Reliance Jio Infocomm Ltd. 3-Aug-20 - 1.30% 7 INE110L14OE2 14 Reliance Industries Ltd. 3-Aug-20 - 1.30% 8 INE002A14FC6 14 Vedanta Ltd. 3-Aug-20 - 1.30% 9 INE205A14VG3 15 Titan Company Ltd. 30-Jul-20 - 0.50% 0 INE280A14245 15 Indian Oil Corporation Ltd. 30-Jul-20 - 0.50% 1 INE242A14QL6 15 Tata Motors Finance Ltd. 29-Jul-20 - 0.50% 2 INE601U14EQ6 15 Tata Capital Housing Finance Ltd. 29-Jul-20 - 0.50% 3 INE033L14LD4 15 INE414G14OO Muthoot Finance Ltd. 29-Jul-20 - 0.50% 4 7 15 Bharat Petroleum Corporation Ltd. 29-Jul-20 - 0.50% 5 INE029A14972 15 Power Finance Corporation Ltd. 28-Jul-20 - 0.50% 6 INE134E14AQ0 15 Ashok Leyland Ltd. 28-Jul-20 - 0.50% 7 INE208A14CC6 15 Tata Capital Financial Services Ltd. 28-Jul-20 - 0.50% 8 INE306N14RV9 15 INE522D14MM Manappuram Finance Ltd. 27-Jul-20 - 0.50% 9 2 16 Oil & Natural Gas Corporation Ltd. 24-Jul-20 - 0.50% 0 INE213A14162 16 National Cooperative Development 24-Jul-20 - 0.50% 1 INE014N14944 Corporation 16 Aditya Birla Finance Ltd. 23-Jul-20 - 0.50% 2 INE860H14P75 16 Grasim Industries Ltd. 22-Jul-20 - 0.50% 3 INE047A14644 16 National Fertilizers Ltd. 22-Jul-20 - 0.50% 4 INE870D14CX3 16 Nlc India Ltd. 17-Jul-20 - 0.50% 5 INE589A14041 16 Reliance Jio Infocomm Ltd. 17-Aug-20 - 1.30% 6 INE110L14OK9 16 Bajaj Finance Ltd. 17-Aug-20 - 1.30% 7 INE296A14QN8 16 Bharti Airtel Ltd. 17-Aug-20 - 1.30% 8 INE397D14241 Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 16 Oil & Natural Gas Corporation Ltd. 14-Aug-20 - 1.30% 9 INE213A14188 17 Bharti Telecom Ltd. 14-Aug-20 - 1.30% 0 INE403D14304 17 Ultratech Cement Ltd. 14-Aug-20 - 1.30% 1 INE481G14BV8 17 INE522D14MO Manappuram Finance Ltd. 14-Aug-20 - 1.30% 2 8 17 NTPC 13-Aug-20 - 1.30% 3 INE733E14781 17 Export Import Bank Of India 13-Aug-20 - 1.30% 4 INE514E14OQ4 17 Steel Authority Of India Ltd. 13-Aug-20 - 1.30% 5 INE114A14IV3 17 L&T Finance Holdings Ltd. 13-Aug-20 - 1.30% 6 INE498L14AJ9 17 Tata Power Co. Ltd. 13-Aug-20 - 1.30% 7 INE245A14DI3 17 Rashtriya Chemicals & Fertilizers 13-Aug-20 - 1.30% 8 INE027A14810 Ltd. 17 Tata Teleservices (Maharashtra) 11-Aug-20 - 1.30% 9 INE517B14628 Ltd. 18 Reliance Industries Ltd. 10-Aug-20 - 1.30% 0 INE002A14FD4 18 Tata Capital Housing Finance Ltd. 10-Aug-20 - 1.30% 1 INE033L14LE2 18 Hindustan Zinc Ltd. 10-Aug-20 - 1.30% 2 INE267A14416 18 INE001A14WO Housing Development Finance 10-Aug-20 - 1.30% 3 8 Corporation Ltd. 18 LIC Housing Finance Ltd. 5-Aug-20 - 1.30% 4 INE115A14CO8 18 Bharat Petroleum Corporation Ltd. 4-Aug-20 - 1.30% 5 INE029A14998 18 Vedanta Ltd. 31-Jul-20 - 0.50% 6 INE205A14VI9 18 TV18 Broadcast Ltd. 31-Jul-20 - 0.50% 7 INE886H14EP2 18 Reliance Industries Ltd. 30-Jul-20 - 0.50% 8 INE002A14FB8 18 Astec Lifesciences Ltd. 31-Jul-20 - 0.50% 9 INE563J14344 19 Tata Power Co. Ltd. 30-Jul-20 - 0.50% 0 INE245A14DF9 19 Shriram Transport Finance Co. Ltd. 29-Jul-20 - 0.50% 1 INE721A14DC6 Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 19 Bahadur Chand Investments Pvt. 29-Jul-20 - 0.50% 2 INE087M14835 Ltd. 19 Hindustan Petroleum Corporation 28-Jul-20 - 0.50% 3 INE094A14FR1 Ltd. 19 Indian Oil Corporation Ltd. 27-Jul-20 - 0.50% 4 INE242A14QO0 19 Gic Housing Finance Ltd. 10-Jul-20 - 0.50% 5 INE289B14GD3 19 Network 18 Media & Invst. Ltd. 9-Jul-20 - 0.50% 6 INE870H14JZ4 19 Aditya Birla Fashion & Retail Ltd. 29-Jul-20 - 0.50% 7 INE647O14DK7 19 Vardhman Textiles Ltd. 22-Jul-20 - 0.50% 8 INE825A14890 19 Coromandel International Ltd. 20-Jul-20 - 0.50% 9 INE169A14GN8 20 Reliance Jio Infocomm Ltd. 20-Jul-20 - 0.50% 0 INE110L14OB8 20 Small Industries Development Bank 16-Jul-20 - 0.50% 1 INE556F14HR4 Of India 20 Kotak Mahindra Investments Ltd. 9-Jul-20 - 0.50% 2 INE975F14SF8 20 JM Financial Products Ltd. 31-Jul-20 - 0.50% 3 INE523H14R98 20 Godrej Properties Ltd. 31-Jul-20 - 0.50% 4 INE484J14JK2 20 National Bank for Agriculture & 31-Jul-20 - 0.50% 5 INE261F14GK8 Rural Development 20 Chennai Petroleum Corporation 30-Jun-20 - 0.27% 6 INE178A14FK7 Ltd. 20 Standard Chartered Investments & 29-Jun-20 - 0.27% 7 INE403G14MI6 Loans (India) Ltd. 20 Gic Housing Finance Ltd. 26-Jun-20 - 0.27% 8 INE289B14GC5 20 Berger Paints India Ltd. 26-Jun-20 - 0.27% 9 INE463A14JD0 21 ICICI Securities Ltd. 26-Jun-20 - 0.27% 0 INE763G14HZ7 21 Bahadur Chand Investments Pvt. 26-Jun-20 - 0.27% 1 INE087M14850 Ltd. 21 Aditya Birla Money Ltd. 25-Jun-20 - 0.27% 2 INE865C14FC2 21 Hindustan Petroleum Corporation 23-Jun-20 - 0.27% 3 INE094A14FS9 Ltd. 21 Vedanta Ltd. 22-Jun-20 - 0.27% 4 INE205A14VK5 Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 21 Indian Oil Corporation Ltd. 25-Jun-20 - 0.27% 5 INE242A14QC5 21 Piramal Enterprises Ltd. 18-Jun-20 - 0.27% 6 INE140A14E36 21 Bajaj Finance Ltd. 18-Jun-20 - 0.27% 7 INE296A14PV3 21 HDFC Credila Financial Services Pvt. 1-Jul-20 - 0.27% 8 INE539K14AB9 Ltd. 21 ECap Equities Ltd. 30-Jun-20 - 0.27% 9 INE572O14121 22 Godrej Properties Ltd. 30-Jun-20 - 0.27% 0 INE484J14JI6 22 Welspun Corp Ltd. 30-Jun-20 - 0.27% 1 INE191B14382 22 Godrej Agrovet Ltd. 30-Jun-20 - 0.27% 2 INE850D14IF9 22 Time Technoplast Ltd. 30-Jun-20 - 0.27% 3 INE508G14899 22 SBI Cards & Payment Services Pvt. 29-Jun-20 - 0.27% 4 INE018E14NG9 Ltd. 22 L&T Finance Ltd. 29-Jun-20 - 0.27% 5 INE027E14IC9 8.00 1 IN1220200019 Assam 8-Apr-30 4.26% % 7.17 2 IN1320190193 Bihar 29-Jan-30 7.86% % 7.45 3 IN1520190225 Gujarat 24-Mar-30 7.39% % 8.00 4 IN1620200015 Haryana 8-Apr-30 4.37% % 7.80 10.77 5 IN1920200012 Karnataka 8-Apr-30 % % 7.91 6 IN2020200019 Kerala 8-Apr-30 6.58% CRISIL 10 Year SDL % Index 7.60 7 IN2220200025 Maharashtra 15-Apr-30 6.55% % 13-May- 6.72 8 IN2820200060 Punjab 5.13% 30 % 13-May- 6.78 9 IN2920200051 Rajasthan 8.05% 30 % 13-May- 6.73 10 IN3120200065 Tamil Nadu 5.82% 30 % 6.69 22.20 11 IN3320200048 Uttar Pradesh 6-May-30 % % 13-May- 6.85 11.03 12 IN3420200021 West Bengal 30 % % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 8.12 1 IN0020120054 08.12 GS 2020 10-Dec-20 0.86% % 11.60 2 IN0020000124 11.60% CGL 2020 27-Dec-20 0.09% % 7.00 3 IN0020180470 07.00% GS 2021 21-Jan-21 0.50% % 7.80 4 IN0020110022 7.80% CGL 2021 11-Apr-21 1.16% % 24-May- 7.94 5 IN0020060318 07.94% CGL 2021 0.84% 21 % 30-May- 10.25 6 IN0020010040 10.25% CGL 2021 0.45% 21 % 6.17 7 IN0020190099 06.17 GS 2021 15-Jul-21 0.71% % 8.79 8 IN0020110030 08.79% CGL 2021 8-Nov-21 1.42% % 8.20 9 IN0020060037 08.20% CGL 2022 15-Feb-22 0.93% % 5.09 10 IN0020200021 05.09 GS 2022 13-Apr-22 0.22% % 14-May- 8.35 11 IN0020020072 08.35% CGL 2022 1.33% 22 % CRISIL Broad Based 8.15 12 IN0020120013 08.15% CGL 2022 11-Jun-22 1.37% Gilt Index % 8.08 13 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 1.19% % 5.87 14 IN0020039031 05.87% CGL 2022 28-Aug-22 0.19% % 8.13 15 IN0020070051 8.13% CGL 2022 21-Sep-22 1.22% % 6.84 16 IN0020160050 06.84% GS 2022 19-Dec-22 1.71% % 7.37 17 IN0020180025 07.37% CGL 2023 16-Apr-23 0.69% % 6.30 18 IN0020030014 06.30% CGL 2023 9-Apr-23 0.22% % 6.17 19 IN0020030055 06.17% CGL 2023 12-Jun-23 0.24% % 20-May- 7.16 20 IN0020130012 07.16% CGL 2023 1.33% 23 % 8.83 21 IN0020130061 8.83% CGL 2023 25-Nov-23 1.44% % 7.68 22 IN0020150010 07.68% GS 2023 15-Dec-23 1.52% % 7.32 23 IN0020180488 07.32% GS 2024 28-Jan-24 1.51% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 7.35 24 IN0020090034 07.35% CGL 2024 22-Jun-24 0.91% % 8.40 25 IN0020140045 08.40% CGL 2024 28-Jul-24 1.38% % 6.18 26 IN0020190396 06.18 GS 2024 4-Nov-24 1.43% % 9.15 27 IN0020110048 09.15% CGL 2024 14-Nov-24 1.45% % 25-May- 7.72 28 IN0020150036 07.72% GS 2025 1.56% 25 % 8.20 29 IN0020120047 8.20% CGL 2025 24-Sep-25 1.56% % 5.97 30 IN0020030071 05.97 GS 2025 25-Sep-25 0.29% % 7.59 31 IN0020150093 07.59% GS 2026 11-Jan-26 2.06% % 7.27 32 IN0020190016 07.27% GS 2026 8-Apr-26 0.95% % 8.33 33 IN0020120039 8.33% CGL 2026 9-Jul-26 1.51% % 6.97 34 IN0020160035 06.97% GS 2026 6-Sep-26 1.55% % 10.18 35 IN0020010081 10.18% CGL 2026 11-Sep-26 0.26% % 8.15 36 IN0020140060 8.15% GS 2026 24-Nov-26 1.44% % 8.24 37 IN0020060078 08.24% CGL 2027 15-Feb-27 1.93% % 15-May- 6.79 38 IN0020170026 06.79% CGL 2027 2.09% 27 % 8.26 39 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 1.69% % 8.28 40 IN0020070069 08.28% CGL 2027 21-Sep-27 1.56% % 6.01 41 IN0020020247 06.01% CGL 2028 25-Mar-28 0.26% % 7.17 42 IN0020170174 07.17% CGL 2028 8-Jan-28 1.96% % 8.60 43 IN0020140011 08.60% CGL 2028 2-Jun-28 1.45% % 6.13 44 IN0020030022 06.13% CGL 2028 4-Jun-28 0.19% % 7.59 45 IN0020150069 07.59% GS 2029 20-Mar-29 1.66% % 7.26 46 IN0020180454 07.26% GS 2029 14-Jan-29 2.06% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 6.45 47 IN0020190362 06.45 GS 2029 7-Oct-29 1.99% % 6.79 48 IN0020160118 06.79% GS 2029 26-Dec-29 2.06% % 7.88 49 IN0020150028 07.88% GS 2030 19-Mar-30 1.54% % 7.61 50 IN0020160019 07.61 GS 2030 9-May-30 1.75% % 11-May- 5.79 51 IN0020200070 05.79 GS 2030 0.21% 30 % 8.97 52 IN0020110055 08.97% CGL 2030 5-Dec-30 1.56% % 9.20 53 IN0020130053 09.20% CGL 2030 30-Sep-30 1.07% % 6.68 54 IN0020170042 06.68 GS 2031 17-Sep-31 1.61% % 8.28 55 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 1.57% % 8.32 56 IN0020070044 08.32% CGL 2032 2-Aug-32 1.55% % 7.95 57 IN0020020106 07.95% CGL 2032 28-Aug-32 2.09% % 7.57 58 IN0020190065 07.57% GOI 2033 17-Jun-33 2.09% % 8.24 59 IN0020140052 08.24% GOI 2033 10-Nov-33 1.72% % 6.57 60 IN0020160100 06.57% GS 2033 5-Dec-33 1.15% % 7.50 61 IN0020040039 07.50% CGL 2034 10-Aug-34 1.71% % 7.73 62 IN0020150051 7.73% GS 2034 19-Dec-34 1.73% % 7.40 63 IN0020050012 07.40% CGL 2035 9-Sep-35 1.72% % 8.33 64 IN0020060045 08.33% CGL 2036 7-Jun-36 1.49% % 6.83 65 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 0.22% % 7.62 66 IN0020190024 07.62% GS 2039 15-Sep-39 0.66% % 8.30 67 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 1.56% % 8.83 68 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 1.56% % 8.30 69 IN0020120062 8.30% GS 2042 31-Dec-42 1.81% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 7.69 70 IN0020190040 07.69% GS 2043 17-Jun-43 0.64% % 9.23 71 IN0020130079 9.23% GS 2043 23-Dec-43 1.37% % 8.17 72 IN0020140078 08.17% GS 2044 1-Dec-44 1.68% % 8.13 73 IN0020150044 08.13% GS 2045 22-Jun-45 1.70% % 7.06 74 IN0020160068 7.06% GS 2046 10-Oct-46 1.73% % 7.72 75 IN0020190032 07.72% GS 2049 15-Jun-49 1.45% % 7.16 76 IN0020200054 07.16 GS 2050 20-Sep-50 0.29% % 6.62 77 IN0020160092 06.62% GS 2051 28-Nov-51 0.95% % 7.72 78 IN0020150077 07.72% GS 2055 26-Oct-55 1.73% % 7.63 79 IN0020190057 07.63 GS 2059 17-Jun-59 1.44% % 7.19 80 IN0020200039 07.19 GS 2060 15-Sep-60 0.26% % 8.97 1 IN0020110055 08.97% CGL 2030 5-Dec-30 3.88% % 9.20 2 IN0020130053 09.20% CGL 2030 30-Sep-30 2.67% % 6.68 3 IN0020170042 06.68 GS 2031 17-Sep-31 4.02% % 8.28 4 IN0020060086 08.28% GOVT.STOCK 2032 15-Feb-32 3.91% % 8.32 5 IN0020070044 08.32% CGL 2032 2-Aug-32 3.86% % 7.95 6 IN0020020106 07.95% CGL 2032 28-Aug-32 5.22% CRISIL Broad Based % Long Term Gilt Index 7.57 7 IN0020190065 07.57% GOI 2033 17-Jun-33 5.21% % 8.24 8 IN0020140052 08.24% GOI 2033 10-Nov-33 4.28% % 6.57 9 IN0020160100 06.57% GS 2033 5-Dec-33 2.87% % 7.50 10 IN0020040039 07.50% CGL 2034 10-Aug-34 4.27% % 7.73 11 IN0020150051 7.73% GS 2034 19-Dec-34 4.31% % 7.40 12 IN0020050012 07.40% CGL 2035 9-Sep-35 4.28% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 8.33 13 IN0020060045 08.33% CGL 2036 7-Jun-36 3.71% % 6.83 14 IN0020080050 06.83% GOVT.STOCK 2039 19-Jan-39 0.56% % 7.62 15 IN0020190024 07.62% GS 2039 15-Sep-39 1.65% % 8.30 16 IN0020100031 08.30% GOVT.STOCK 2040 2-Jul-40 3.88% % 8.83 17 IN0020110063 08.83% GOVT.STOCK 2041 12-Dec-41 3.88% % 8.30 18 IN0020120062 8.30% GS 2042 31-Dec-42 4.51% % 7.69 19 IN0020190040 07.69% GS 2043 17-Jun-43 1.60% % 9.23 20 IN0020130079 9.23% GS 2043 23-Dec-43 3.43% % 8.17 21 IN0020140078 08.17% GS 2044 1-Dec-44 4.18% % 8.13 22 IN0020150044 08.13% GS 2045 22-Jun-45 4.23% % 7.06 23 IN0020160068 7.06% GS 2046 10-Oct-46 4.31% % 7.72 24 IN0020190032 07.72% GS 2049 15-Jun-49 3.62% % 7.16 25 IN0020200054 07.16 GS 2050 20-Sep-50 0.73% % 6.62 26 IN0020160092 06.62% GS 2051 28-Nov-51 2.37% % 7.72 27 IN0020150077 07.72% GS 2055 26-Oct-55 4.31% % 7.63 28 IN0020190057 07.63 GS 2059 17-Jun-59 3.60% % 7.19 29 IN0020200039 07.19 GS 2060 15-Sep-60 0.65% % 8.20 1 IN0020120047 8.20% CGL 2025 24-Sep-25 4.87% % 5.97 2 IN0020030071 05.97 GS 2025 25-Sep-25 0.90% % 7.59 CRISIL Broad Based 3 IN0020150093 07.59% GS 2026 11-Jan-26 6.43% % Medium Term Gilt 7.27 Index 4 IN0020190016 07.27% GS 2026 8-Apr-26 2.97% % 8.33 5 IN0020120039 8.33% CGL 2026 9-Jul-26 4.70% % 6.97 6 IN0020160035 06.97% GS 2026 6-Sep-26 4.85% % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 10.18 7 IN0020010081 10.18% CGL 2026 11-Sep-26 0.81% % 8.15 8 IN0020140060 8.15% GS 2026 24-Nov-26 4.49% % 8.24 9 IN0020060078 08.24% CGL 2027 15-Feb-27 6.02% % 15-May- 6.79 10 IN0020170026 06.79% CGL 2027 6.54% 27 % 8.26 11 IN0020070036 8.26% GOVT.STOCK 2027 2-Aug-27 5.28% % 8.28 12 IN0020070069 08.28% CGL 2027 21-Sep-27 4.87% % 6.01 13 IN0020020247 06.01% CGL 2028 25-Mar-28 0.81% % 7.17 14 IN0020170174 07.17% CGL 2028 8-Jan-28 6.12% % 8.60 15 IN0020140011 08.60% CGL 2028 2-Jun-28 4.54% % 6.13 16 IN0020030022 06.13% CGL 2028 4-Jun-28 0.59% % 7.59 17 IN0020150069 07.59% GS 2029 20-Mar-29 5.20% % 7.26 18 IN0020180454 07.26% GS 2029 14-Jan-29 6.43% % 6.45 19 IN0020190362 06.45 GS 2029 7-Oct-29 6.21% % 6.79 20 IN0020160118 06.79% GS 2029 26-Dec-29 6.42% % 7.88 21 IN0020150028 07.88% GS 2030 19-Mar-30 4.81% % 7.61 22 IN0020160019 07.61 GS 2030 9-May-30 5.46% % 11-May- 5.79 23 IN0020200070 05.79 GS 2030 0.65% 30 % 8.12 1 IN0020120054 08.12 GS 2020 10-Dec-20 3.07% % 11.60 2 IN0020000124 11.60% CGL 2020 27-Dec-20 0.31% % 7.00 3 IN0020180470 07.00% GS 2021 21-Jan-21 1.81% CRISIL Broad Based % Short Term Gilt Index 7.80 4 IN0020110022 7.80% CGL 2021 11-Apr-21 4.16% % 24-May- 7.94 5 IN0020060318 07.94% CGL 2021 3.01% 21 % 30-May- 10.25 6 IN0020010040 10.25% CGL 2021 1.63% 21 % Index Sr. Redempti Coup Index ISIN Issuer/Security Name Weigh No on Date* on ts 6.17 7 IN0020190099 06.17 GS 2021 15-Jul-21 2.56% % 8.79 8 IN0020110030 08.79% CGL 2021 8-Nov-21 5.11% % 8.20 9 IN0020060037 08.20% CGL 2022 15-Feb-22 3.33% % 5.09 10 IN0020200021 05.09 GS 2022 13-Apr-22 0.81% % 14-May- 8.35 11 IN0020020072 08.35% CGL 2022 4.78% 22 % 8.15 12 IN0020120013 08.15% CGL 2022 11-Jun-22 4.90% % 8.08 13 IN0020070028 08.08% GOVT.STOCK 2022 2-Aug-22 4.28% % 5.87 14 IN0020039031 05.87% CGL 2022 28-Aug-22 0.68% % 8.13 15 IN0020070051 8.13% CGL 2022 21-Sep-22 4.37% % 6.84 16 IN0020160050 06.84% GS 2022 19-Dec-22 6.14% % 7.37 17 IN0020180025 07.37% CGL 2023 16-Apr-23 2.48% % 6.30 18 IN0020030014 06.30% CGL 2023 9-Apr-23 0.81% % 6.17 19 IN0020030055 06.17% CGL 2023 12-Jun-23 0.87% % 20-May- 7.16 20 IN0020130012 07.16% CGL 2023 4.78% 23 % 8.83 21 IN0020130061 8.83% CGL 2023 25-Nov-23 5.15% % 7.68 22 IN0020150010 07.68% GS 2023 15-Dec-23 5.47% % 7.32 23 IN0020180488 07.32% GS 2024 28-Jan-24 5.40% % 7.35 24 IN0020090034 07.35% CGL 2024 22-Jun-24 3.25% % 8.40 25 IN0020140045 08.40% CGL 2024 28-Jul-24 4.93% % 6.18 26 IN0020190396 06.18 GS 2024 4-Nov-24 5.12% % 9.15 27 IN0020110048 09.15% CGL 2024 14-Nov-24 5.22% % 25-May- 7.72 28 IN0020150036 07.72% GS 2025 5.59% 25 %

*Redemption date is earlier of Maturity Date & Call/Put Date

Note: Bonds and Government Security Indices are rebalanced on 1st working day of every month with issuer rebalancing done on quarterly basis, whereas CP, CD and SDL indices are rebalanced on 1st working day of every fortnight. Portfolio Parameters – 01 June 2020

Index Average Average Average Average Macaulay Maturity MD YTM Duration CRISIL Composite CD Index 0.37 0.36 3.98% 0.37 CRISIL Composite CP Index 0.23 0.22 5.04% 0.23 CRISIL Composite T-Bill Index 0.48 0.46 3.31% 0.48 CRISIL Composite Bond Fund Index 7.05 5.02 6.33% 5.24 CRISIL Short Term Bond Fund Index 2.26 1.92 5.77% 2.03 CRISIL Liquid Fund Index 0.10 0.09 4.23% 0.10 CRISIL Low Duration Debt Index 0.85 0.76 5.40% 0.81 CRISIL Ultra Short Term Debt Index 0.49 0.45 4.83% 0.47 CRISIL Money Market Index 0.32 0.30 4.41% 0.32 CRISIL Medium Term Debt Index 4.05 3.30 6.27% 3.50 CRISIL Medium To Long Term Debt Index 7.44 5.46 6.49% 5.71 CRISIL Long Term Debt Index 11.41 7.26 6.83% 7.60 CRISIL Corporate Bond Composite Index 4.60 3.43 7.22% 3.67 CRISIL Long Term Corporate Bond Index 8.53 5.79 8.18% 6.21 CRISIL Medium Term Corporate Bond Index 3.89 3.19 7.09% 3.42 CRISIL Short Term Corporate Bond Index 1.79 1.58 6.75% 1.68 CRISIL Composite Credit Risk Index 3.77 2.70 10.13% 2.95 CRISIL Banking and PSU Debt Index 3.90 2.91 6.29% 3.11 CRISIL Short Term Credit Risk Index 1.37 1.19 9.11% 1.29 CRISIL Dynamic Debt Index 6.62 4.85 6.33% 5.08 CRISIL Composite AA Long Term Bond Index 7.21 4.46 13.66% 5.00 CRISIL Composite AA Medium Term Bond 3.69 2.94 11.56% 3.28 Index CRISIL Composite AA Short Term Bond Index 1.18 1.00 9.37% 1.10 CRISIL FPI Index 7.51 5.31 6.60% 5.57 CRISIL Money Market Index-Insurance 0.58 0.55 4.28% 0.58 CRISIL AAA Long Term Bond Index 8.79 6.06 7.03% 6.45 CRISIL AAA Medium Term Bond Index 3.93 3.24 6.21% 3.45 CRISIL AAA Short Term Bond Index 2.01 1.78 5.84% 1.88 CRISIL AA Long Term Bond Index 7.26 4.60 12.49% 5.10 CRISIL AA Medium Term Bond Index 3.29 2.68 10.08% 2.95 CRISIL AA Short Term Bond Index 1.25 1.08 9.45% 1.19 CRISIL AA and AA+ Long Term Bond Index 7.45 5.00 9.84% 5.47 CRISIL AA and AA+ Medium Term Bond 3.47 2.79 9.79% 3.01 Index CRISIL AA and AA+ Short Term Bond Index 1.61 1.39 9.78% 1.53 CRISIL AA+ Long Term Bond Index 7.67 5.09 9.74% 5.58 CRISIL AA+ Medium Term Bond Index 3.68 2.95 9.68% 3.14 CRISIL AA+ Short Term Bond Index 1.29 1.07 8.35% 1.16 Index Average Average Average Average Macaulay Maturity MD YTM Duration CRISIL AA- Long Term Bond Index 6.49 3.23 22.72% 3.97 CRISIL AA- Medium Term Bond Index 4.09 3.20 13.74% 3.66 CRISIL AA- Short Term Bond Index 0.86 0.76 11.08% 0.84 CRISIL Medium to Long Term Banking Debt 5.67 4.13 9.34% 4.50 Index CRISIL Short Term Banking Debt Index 1.85 1.60 9.62% 1.75 CRISIL Medium to Long Term PSU Debt 7.47 5.32 6.62% 5.64 Index CRISIL Short Term PSU Debt Index 2.08 1.84 5.24% 1.94 CRISIL A Medium To Long Term Bond Index 7.39 4.31 11.47% 4.53 CRISIL A Short Term Bond Index 1.35 1.11 12.16% 1.17 CRISIL AAA up to 1 Year Short Term Bond 0.46 0.44 4.51% 0.46 Index CRISIL AAA 1 to 3 Year Short Term Bond 2.22 1.95 6.01% 2.07 Index CRISIL AA and AA+ up to 1 Year Short Term 0.49 0.44 8.19% 0.48 Bond Index CRISIL AA and AA+ 1 to 3 Year Short Term 1.76 1.52 9.98% 1.67 Bond Index CRISIL 10 Year Gilt Index 9.36 6.93 6.01% 7.14 CRISIL Dynamic Gilt Index 7.14 5.29 5.62% 5.45 CRISIL Long Term Gilt Index 14.73 8.81 6.33% 9.09 CRISIL Medium Term Gilt Index 7.64 5.77 5.95% 5.95 CRISIL Short Term Gilt Index 3.05 2.66 4.66% 2.73 CRISIL Composite Gilt Index 9.86 6.79 6.01% 7.00 CRISIL 1 Month CD Index 0.07 0.07 3.88% 0.07 CRISIL 2 Month CD Index 0.14 0.14 3.66% 0.14 CRISIL 3 Month CD Index 0.23 0.22 4.15% 0.23 CRISIL 6 Month CD Index 0.49 0.47 4.54% 0.49 CRISIL 1 Year CD Index 0.90 0.87 4.00% 0.90 CRISIL 1 Month CP Index 0.07 0.06 5.23% 0.07 CRISIL 2 Month CP Index 0.15 0.14 5.15% 0.15 CRISIL 3 Month CP Index 0.20 0.19 4.64% 0.20 CRISIL 6 Month CP Index 0.44 0.42 5.83% 0.44 CRISIL 1 Year CP Index 0.90 0.83 8.33% 0.90 CRISIL 10 Year SDL Index 9.89 7.03 6.51% 7.26 CRISIL 1 Month T-Bill Index 0.08 0.08 3.16% 0.08 CRISIL 2 Month T-Bill Index 0.16 0.16 3.16% 0.16 CRISIL 91 day T-Bill Index 0.24 0.23 3.17% 0.24 CRISIL 182 day T-bill index 0.49 0.47 3.41% 0.49 CRISIL 1 Year T-Bill Index 0.99 0.95 3.45% 0.99 CRISIL Overnight Index 0.00 0.00 3.14% 0.00 CRISIL Broad Based Gilt Index 11.02 6.44 5.79% 6.64 CRISIL Broad Based Long Term Gilt Index 19.51 9.83 6.48% 10.15 Index Average Average Average Average Macaulay Maturity MD YTM Duration CRISIL Broad Based Medium Term Gilt Index 7.60 5.69 5.97% 5.87 CRISIL Broad Based Short Term Gilt Index 2.75 2.40 4.57% 2.46 CRISIL Up to 91-Day CD Index 0.12 0.12 3.97% 0.12 CRISIL Up to 91-Day CP Index 0.12 0.11 4.76% 0.12

Composite Index Weights

Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL Composite Gilt Index 45%

CRISIL AAA Long Term Bond Index 18%

CRISIL AAA Medium Term Bond Index 12%

CRISIL Composite Bond Fund Index CRISIL AAA Short Term Bond Index 21%

CRISIL AA and AA+ Long Term Bond Index 1%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Short Term Gilt Index 15%

CRISIL AAA up to 1 Year Short Term Bond Index 13%

CRISIL AAA 1 to 3 Year Short Term Bond Index 19%

CRISIL AA and AA+ Short Term Bond Index(0to1) 3%

CRISIL Short Term Bond Fund Index CRISIL AA and AA+ Short Term Bond Index(1to3) 5%

CRISIL AAA Medium Term Bond Index 29%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Composite CD Index 5%

CRISIL Composite CP Index 10% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL Overnight Index 20%

CRISIL Liquid Fund Index CRISIL Upto 91 Day CD Index 26%

CRISIL Upto 91 Day CP Index 54%

CRISIL AAA up to 1 Year Short Term Bond Index 8%

CRISIL AAA 1 to 3 Year Short Term Bond Index 24%

CRISIL AA and AA+ Short Term Bond Index(0to1) 2% CRISIL Low Duration Debt Index CRISIL AA and AA+ Short Term Bond Index(1to3) 6%

CRISIL Composite CD Index 18%

CRISIL Composite CP Index 42%

CRISIL Composite CD Index 23%

CRISIL Composite CP Index 55%

CRISIL Ultra Short Term Debt Index CRISIL Composite T-Bill Index 10%

CRISIL AAA Short Term Bond Index 9%

CRISIL AA and AA+ Short Term Bond Index 3%

CRISIL Composite CD Index 23%

CRISIL Money Market Index CRISIL Composite CP Index 55%

CRISIL Composite T-Bill Index 22%

CRISIL Medium Term Debt Index CRISIL Short Term Gilt Index 10% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL AAA Long Term Bond Index 4%

CRISIL AA and AA+ Long Term Bond Index 1%

CRISIL AAA Medium Term Bond Index 81%

CRISIL AA and AA+ Medium Term Bond Index 4%

CRISIL Medium Term Gilt Index 50%

CRISIL AAA Long Term Bond Index 32%

CRISIL Medium To Long Term Debt Index CRISIL AA and AA+ Long Term Bond Index 3%

CRISIL AAA Medium Term Bond Index 14%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL Long Term Gilt Index 45%

CRISIL Long Term Debt Index CRISIL AAA Long Term Bond Index 51%

CRISIL AA and AA+ Long Term Bond Index 4%

CRISIL AAA Long Term Bond Index 30%

CRISIL AAA Medium Term Bond Index 19%

CRISIL AAA Short Term Bond INdex 33% CRISIL Corporate Bond Composite Index CRISIL AA+ Long Term Bond Index 1%

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL AA- Long Term Bond Index 1%

CRISIL AA- Medium Term Bond Index 2%

CRISIL AA- Short Term Bond Index 2%

CRISIL AA Long Term Bond Index 1%

CRISIL AA Medium Term Bond Index 4%

CRISIL AA Short Term Bond Index 5%

CRISIL AAA Long Term Bond Index 84%

CRISIL AA+ Long Term Bond Index 1% CRISIL Long Term Corporate Bond Index CRISIL AA- Long Term Bond Index 3%

CRISIL AA Long Term Bond Index 12%

CRISIL AAA Medium Term Bond Index 84%

CRISIL AA+ Medium Term Bond Index 1% CRISIL Medium Term Corporate Bond Index CRISIL AA- Medium Term Bond Index 7%

CRISIL AA Medium Term Bond Index 8%

CRISIL AAA Short Term Bond INdex 74%

CRISIL AA+ Short Term Bond Index 11% CRISIL Short Term Corporate Bond Index CRISIL AA- Short Term Bond Index 6%

CRISIL AA Short Term Bond Index 9% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL AAA Long Term Bond Index 10%

CRISIL AAA Medium Term Bond Index 7%

CRISIL AAA Short Term Bond Index 10%

CRISIL AA+ Long Term Bond Index 1%

CRISIL AA+ Medium Term Bond Index 1%

CRISIL AA+ Short Term Bond Index 1%

CRISIL AA- Long Term Bond Index 5% CRISIL Composite Credit Risk Index CRISIL AA- Medium Term Bond Index 5%

CRISIL AA- Short Term Bond Index 9%

CRISIL AA Long Term Bond Index 5%

CRISIL AA Medium Term Bond Index 18%

CRISIL AA Short Term Bond Index 18%

CRISIL A Medium to Long Term Bond Index 6%

CRISIL A Short Term Bond Index 4%

CRISIL 2 Month CD Index 36%

CRISIL 3 Month CD Index 33% CRISIL Composite CD Index CRISIL 6 Month CD Index 9%

CRISIL 1 Year CD Index 22% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL 2 Month CP Index 32%

CRISIL 3 Month CP Index 59% CRISIL Composite CP Index CRISIL 6 Month CP Index 4%

CRISIL 1 Year CP Index 5%

CRISIL 91 Day T-Bill Index 47%

CRISIL Composite T-Bill Index CRISIL 182 Day T-Bill Index 31%

CRISIL 1 Year T-Bill Index 22%

CRISIL Medium to Long Term PSU Debt Index 25%

CRISIL Short Term PSU Debt Index 25% CRISIL Banking and PSU Debt Index CRISIL Medium To Long Term Banking Debt Index 25%

CRISIL Composite CD Index 25%

CRISIL AAA Short Term Bond Index 26%

CRISIL AA+ Short Term Bond Index 4%

CRISIL Short Term Credit Risk Index CRISIL AA- Short Term Bond Index 23%

CRISIL AA Short Term Bond Index 37%

CRISIL A Short Term Bond Index 10%

S&P BSE Arbitrage Rate Index 70% CRISIL Arbitrage Index CRISIL Liquid Fund Index 30% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

S&P BSE Arbitrage Rate Index 35%

CRISIL Equity Savings Index S&P BSE Sensex 50 TR 35%

CRISIL Short Term Bond Fund Index 30%

CRISIL Dynamic Gilt Index 45%

CRISIL AAA Long Term Bond Index 28%

CRISIL AAA Medium Term Bond Index 15%

CRISIL Dynamic Debt Index CRISIL AAA Short Term Bond Index 7%

CRISIL AA and AA+ Long Term Bond Index 2%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL AA+ Long Term Bond Index 17%

CRISIL Composite AA Long Term Bond Index CRISIL AA Long Term Bond Index 67%

CRISIL AA- Long Term Bond Index 16%

CRISIL AA+ Medium Term Bond Index 15%

CRISIL Composite AA Medium Term Bond Index CRISIL AA Medium Term Bond Index 43%

CRISIL AA- Medium Term Bond Index 42%

CRISIL AA+ Short Term Bond Index 41% CRISIL Composite AA Short Term Bond Index CRISIL AA Short Term Bond Index 36% Sub-indices Weights (New) Index Sub- Index/ Asset Class

Apr-20

CRISIL AA- Short Term Bond Index 23%

CRISIL AAA Long Term Bond Index 33%

CRISIL AAA Medium Term Bond Index 18%

CRISIL AAA Short Term Bond Index 8%

CRISIL FPI Index CRISIL AA and AA+ Long Term Bond Index 3%

CRISIL AA and AA+ Medium Term Bond Index 1%

CRISIL AA and AA+ Short Term Bond Index 2%

CRISIL Composite Gilt Index 35%

CRISIL 6 Month CD Index 7%

CRISIL 1 Year CD Index 3%

CRISIL 6 Month CP Index 17%

CRISIL Money Market Index - Insurance CRISIL 1 Year CP Index 8%

CRISIL 182 Day T-Bill Index 25%

CRISIL 1 Year T-Bill Index 25%

CRISIL Overnight Index 15%

$ Rounded off to nearest integer

In order to obviate a drift in the duration profile, there will be fixed duration bands for a few indices. If in a particular month the duration of any of these indices drifts beyond the mentioned range, rule-based intervention would be made. These indices and their relevant duration bands are as follows: Fixed Macaulay Duration Index Range CRISIL Ultra Short Term Debt Index 0.28 – 0.48 CRISIL Low Duration Debt Index 0.58 – 0.90 CRISIL Short Term Bond Fund Index 1.60 – 2.40 CRISIL Medium Term Debt Index 3.30 – 3.80 CRISIL Medium To Long Term Debt Index 4.60 - 6.30

Features and Methodology

CRISIL AAA/AA+/AA/AA- rated and Banking/ PSU Credit Indices

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets: AAA/AA+/AA/AA- rated indices 1. Long Term: Securities with residual maturity greater than 5 years 2. Medium Term: Securities with residual maturity between 3 to 5 years 3. Short Term: Securities with residual maturity up to 3 years

For Banking/ PSU Indices 1. Short Term: Securities with residual maturity up to 3 years 2. Medium to Long Term: Securities with residual maturity greater than 3 years

Key Characteristics  Rich history: CRISIL AAA rated bond indices have inception date of March 31, 2002. Thus the indices have been in existence for over a decade and have seen multiple interest rate cycles  Liquidity: The indices seeks to capture the movement of a portfolio comprising liquid AAA/AA+/AA/AA- rated corporate bonds, thereby ensuring appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the indices a realistic approach by having the valuations close to market levels.

Methodology  Top 12* issuers subject to buffers are identified by using a consistent liquidity score based on the following parameters analysed for the previous one quarter: o Volume traded: 70% o No of days traded: 15% o No of trades: 15%  A buffer is the rank up to which an issuer which was a part of the index for the previous quarter but has a liquidity score lower than top n issuers (where n is maximum number of issuers that can be a part of index) in the current quarter would continue to be the part of the index. This means that even if the rank of a particular issuer deteriorates to the buffer rank it will not be sold from the index. A buffer of rank 15 would be used for all the indices having 12 securities, during issuer selection. Apart from applying buffers, the following conditions will always be met: o The issuers with Ranks 1 to 3 would compulsorily form a part of the index. o If an issuer is a part of top n issuers but ignored due to buffers for 3 consecutive quarters, the same will be considered if it appears in top n for the 4th quarter.

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)  The weights to the eligible bonds are allocated on the basis Amount outstanding of issuer  Most liquid bond for each of the shortlisted issuers is selected  Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds  The index constituents are valued on a daily basis using CRISIL Valuations  The index is rebalanced on the 1st business day of every quarter  Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds  For Banking/ PSU indices Basel III compliant additional tier 1 bonds are included as a part of selection universe.  For Banking/ PSU indices bonds with security level rating below AA will be excluded.

*Upto 12 Issuers will be selected

CRISIL A rated Credit Indices

Features

 Base date for the Index: March 31, 2002

 Total Return Index seeking to capture coupon and price returns of the underlying portfolio

 Index portfolio marked-to-market on a daily basis using CRISIL debt valuations

Maturity Buckets:

 Short Term: Securities with residual maturity upto 3 years

 Medium to Long Term: Security with residual maturity greater than 3 years

Key Characteristics

 Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Issuers are selected based on primary market issuances

 Unique issuers for the portfolio of the base month (Month of Inception) are selected based on issuances during the prior one year. All issuers that fall within the eligibility criteria of maturity and rating during the period are identified to be a part of the index.

 On an ongoing basis, the issuances of the previous month would be considered for addition of unique issuers in the existing portfolio

 For each issuer, the security that is most recently issued becomes a part of the index portfolio. These securities continue to be part of the index until  It falls out of the eligibility criteria (rating and maturity) and is removed from the index  It is replaced in case a new security of the same issuer is issued. In case more than one security of an issuer is issued on the same day, the one with the highest issuance size is selected.

 Weights to eligible securities will be allocated based on the amount of issuance.

 Weight to each bond is subject to a cap of 10%. Excess weight is redistributed proportionately among other bonds

 Rating considered for a bond is the conservative rating of all the bonds for that particular issuer (except for SO rated bonds)

 The index constituents are valued on a daily basis using CRISIL Valuations

 The index is rebalanced on the 1st business day of every month

 Perpetual bonds, Floating rate bonds, Tax free bonds and bonds with single option (call/put) are excluded from the universe of bonds CRISIL Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st business day of every month

Key Characteristics  Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time  Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 Trading pattern of government securities analysed during previous quarter with security rebalancing on monthly basis.

 Consistent Liquidity Scores assigned to each security on the basis of: o Volumes traded (70%) o Days Traded (15%) o Number of Trades (15%)  Top n securities (n defined in the table below) on the basis of Consistent Liquidity Score eligible to be part of the index subject to buffers

Index No of securities (n) Residual maturity criteria

CRISIL Long Term Gilt Index 8 Greater than 10 years

CRISIL Medium Term Gilt Index 8 Greater than 5 to and up to 10 year

CRISIL Short Term Gilt Index 8 Up to 5 years

Top 3 securities each from long, medium and short term CRISIL Composite Gilt Index 9 bucket

CRISIL Dynamic Gilt Index 12 NA

 A buffer is the rank up to which a security which was a part of the index for the previous month but has a liquidity score lower than top n securities in the current month would continue to be the part of the index. This means that even if the rank of a particular security deteriorates to the buffer rank it will not be sold from the index. The buffers to be used for each index would be as follows: Index No of securities (n) Buffer CRISIL Long Term Gilt Index 8 11 CRISIL Medium Term Gilt Index 8 11 CRISIL Short Term Gilt Index 8 11 3 each from long, medium and 6 each from long, medium and CRISIL Composite Gilt Index short term bucket short term bucket

 Apart from applying buffers, the following conditions will always be met: o The security with Rank 1 would compulsorily form a part of the index. o If a security is a part of top n securities but ignored due to buffers for 3 consecutive months, the same will be considered if it appears in top n for the 4th month. o The 10 year benchmark government security forming a part of CRISIL 10 Year Gilt Index will automatically replace the least liquid security and form a part (if not already a part) of all the eligible liquidity based gilt indices.  Weights to eligible securities will be based on Amount outstanding

 Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds

CRISIL Broad Based Gilt Indices

Features and Characteristics  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Index constituents valued on a daily basis using CRISIL Gilt Valuation  Index weights rebalanced on the 1st business day of every month

Key Characteristics  Rich history: The indices have been in existence over a decade witnessing multiple interest rate cycles and has stood the test of time  Liquidity: The indices seeks to capture the movement in a portfolio consisting of most liquid government securities by using appropriate market representation  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology

 All the Government securities outstanding as of previous month with amount outstanding greater than or equal to Rs.3000 crores will be the part of respective indices based on the residual maturity criteria as mentioned below:-

Index Residual maturity criteria

CRISIL Broad Based Long Term Gilt Index Greater than 10 years

CRISIL Broad Based Medium Term Gilt Index Greater than 5 to and up to 10 year

CRISIL Broad Based Short Term Gilt Index Up to 5 years

CRISIL Broad Based Gilt Index Securities across maturities

 While eligible securities are added to the index no security is removed till the time it ceases to meet the residual maturity criteria

 Indices will be rebalanced on monthly basis.

 Weights to eligible securities will be based on Amount outstanding

 Surrogate bonds (namely Food Corporation of India bonds, Oil bonds, Fertiliser bonds and UTI Special Bonds) and Floating rate bonds kept out of the purview of the selection process since these are quasi government bonds

CRISIL 10 Year Gilt Index

About the Index CRISIL 10 Year Gilt Index seeks to track the performance of the on-the-run 10 year benchmark government security

Features and Characteristics

 Base date for the index: September 01, 2001  Total Return Index seeking to capture coupon and price return of the on-the-run 10-year benchmark government security  Index marked to market on a daily basis using CRISIL Gilt Valuations  Fully invested at all points of time with no cash component

Key Characteristics

 Rich history: CRISIL 10 Year Gilt Index has an inception date of September 01, 2001. Thus the index has been in existence for over a decade and seen multiple interest rate cycles

 Replicability: The index seeks to track the movement of the most actively traded government security in the market

Methodology

 The on-the-run 10 year government security is considered as the 10 year benchmark security  Market participants (banks, insurance, mutual funds and primary dealers) polled on a weekly basis to ascertain the 10 year benchmark government security. If there is a change in the benchmark security, the same is reflected in the index  Index computed on daily basis using the gross price return of 10 year benchmark government security and its coupon cash flow return

Historical Benchmarks used in the Index

ISIN Benchmark Security Name Maturity From To IN0020000116 11.50% CGL 2011 24-Nov-11 01-Sep-01 31-Jan-02 IN0020000066 11.03% CGL 2012 18-Jul-12 01-Feb-02 19-May-02 IN0020020056 07.40% CGL 2012 03-May-12 20-May-02 31-Dec-02 IN0020010032 09.81% CGL 2013 30-May-13 01-Jan-03 31-Aug-03 IN0020020122 07.27% CGL 2013 03-Sep-13 01-Sep-03 31-Dec-03 IN0020020049 07.37% CGL 2014 16-Apr-14 01-Jan-04 31-Dec-04 IN0020020130 07.38% CGL 2015 03-Sep-15 01-Jan-05 12-Apr-06 IN0020060219 07.59% CGL 2016 12-Apr-16 13-Apr-06 01-Jan-07 ISIN Benchmark Security Name Maturity From To IN0020010107 08.07% CGL 2017 15-Jan-17 02-Jan-07 18-Jul-07 IN0020020031 07.49% CGL 2017 16-Apr-17 19-Jul-07 04-Sep-07 IN0020070010 07.99% CGL 2017 09-Jul-17 05-Sep-07 21-Apr-08 IN0020080019 08.24% CGL 2018 22-Apr-18 22-Apr-08 12-Feb-09 IN0020080068 06.05% CGL 2019 FEB 02-Feb-19 13-Feb-09 13-Jul-09 IN0020090042 06.90% CGL 2019 13-Jul-19 14-Jul-09 02-Nov-09 IN0020020171 06.35% CGL 2020 02-Jan-20 03-Nov -09 09-May-10 IN0020100015 07.80% CGL 2020 03-May-20 10-May-10 10-Apr-11 IN0020110022 07.80% CGL 2021 11-Apr-21 11-Apr-11 07-Nov-11 IN0020110030 08.79% CGL 2021 08-Nov-21 08-Nov-11 01-Jul-12 IN0020120013 08.15% CGL 2022 11-Jun-22 02-Jul-12 24-June-13 IN0020130012 07.16% CGL 2023 20-May-23 25-June-13 15-Dec-13 IN0020130061 08.83% GS 2023 25-Nov-23 16-Dec-13 10-Aug-14 IN0020140045 08.40% GS 2024 28-Jul-24 11-Aug-14 21-Jun-15 IN0020150036 07.72% GS 2025 25-May-25 22-Jun-15 08-Feb-16 IN0020150093 07.59% GS 2026 11-Jan-26 09-Feb-16 04-Oct-16 IN0020160035 06.97% GS 2026 06-Sep-26 05-Oct-16 19-Jun-17 IN0020170026 06.79% GS 2027 15-May-27 20-Jun-17 01-Feb-18 IN0020170174 07.17% CGL 2028 08-Jan-28 02-Feb-18 04-Mar-19 IN0020180454 7.26% GS 2029 14-Jan-29 05-Mar-19 17-Nov-19 IN0020190362 06.45% CGL 2029 07-Oct-29 18-Nov-19 Till date

CRISIL T-Bill Indices

Features and Characteristics  Indices seeks to capture the return of the most recently issued on the run securities

Index Base Date Underlying Security

CRISIL 91 Day T-Bill Index 01- Jan -1995 ‘on-the-run’ 91 Day T-Bill

CRISIL 182 Day T-Bill Index 31- Mar-2002 ‘on-the-run’ 182 Day T-Bill

CRISIL 1 Year T-Bill Index 01-Jan -1995 ‘on-the-run’ 364 Day T-Bill

CRISIL 1 Month T-Bill Index 31-Mar-2002 security with residual maturity 27-36 days

CRISIL 2 Month T-Bill Index 31-Mar-2002 security with residual maturity 55-64 days

 Indices are valued on a daily basis using CRISIL T-bill Valuation  Fully invested at all points of time with no cash component

Key Characteristics  Rich history: CRISIL T-bill Indices have history of over fifteen years and have seen multiple interest rate cycles  Replicability: The Indices are marked to market on a daily basis. This lends the index a realistic approach by having the valuations close to market levels

Methodology  For CRISIL 91 Day T-Bill Index, CRISIL 182 Day T-Bill Index and CRISIL 1 Year T-Bill Index, the most recently issued 91 Day T-Bill, 182 Day T-Bill and 364 Day T-Bill is considered as the constituent for the index respectively.  For CRISIL 1 Month T-bill Index and CRISIL 2 Month T-bill Index, already issued T-Bill with highest residual maturity in the maturity bucket- 27-36 days and 55-64 days is considered as the constituent for the index respectively.  The index is rebalanced every week on the day of allotment of the 91 Day T- Bill  On a daily basis, the return for the index is computed using market returns due to change in price of the security in addition to the holding period return

62

CRISIL SDL Index

Features and Characteristics

 Total Return Index seeking to capture coupon and price return of the underlying portfolio.

 Index constituents valued on a daily basis using CRISIL SDL Valuations.

 Index constituents are rebalanced on a fortnightly basis.

 Tracks the 10-Year residual maturity segment.

Key Characteristics

 Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid SDL Bonds by using appropriate market representation.

 Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to market levels.

Methodology

 Top 12 states are selected based on issuances in the previous financial year.

 Most recently issued securities of the selected states are eligible to be part of the index.

 The securities in the index are rebalanced on a fortnightly basis on the basis of issuances during the previous fortnight.

 Weights allocation: Weights to be calculated at issuer level based on issuances in the previous financial year and would be revised annually.

 UDAY bonds are kept out of the purview of the selection process.

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CRISIL CD Indices

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents a maximum of top 10 CD issuers

Key Characteristics  Representation: The indices represents the performance of CDs across residual maturities issued by various banks, thereby seeking to represent the CD market  Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels

Methodology  The indices are rebalanced on a fortnightly basis using secondary market trades and holdings for A1+ rated CDs  Based on the traded data of the previous fortnight,  Maximum of 10 issuers are shortlisted based on their traded volume size  For each of the shortlisted issuers, the security with a higher traded volume is selected  In case of multiple securities having same traded volume, the security with a higher residual maturity selected to be a part of the index  Maturity Buckets:

Residual maturity (Days) Index as on effective date

CRISIL 1 Month CD Index 15 to 30

CRISIL 2 Month CD Index 35 to 60

CRISIL 3 Month CD Index 67 to 91

CRISIL 6 Month CD Index 135 to 185

CRISIL 1 Year CD Index 300 to 365

 In case, the number of securities shortlisted using secondary trades data falls short of 10:  Remaining issuers are identified based on the CD holdings by various entities  Issuers are shortlisted based on higher residual maturity  In case the number of securities shortlisted using secondary trades and holdings data above falls short of 10:  Remaining issuers are identified from the existing portfolio with a flexible maturity band of -7/+15 days around respective tenor  Issuers are shortlisted based on higher residual maturity  Equal weights assigned to each of the constituents

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 Securities valued on a daily basis using CRISIL Money Market Valuation

CRISIL CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents a maximum of top 15 CP issuers

Key Characteristics

 Representation: The indices represents the performance of CPs across residual maturities issued by various entities across sectors, thereby seeking to represent the CP market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels

Methodology

 Based on the residual maturity criteria and rating, firstly 4 sectors based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified.

 For each sector, top issuers (up to 3) in each sector will be identified. The identification of issuers will be based on the size of issuance (in case of primary market data), size of traded volume (in case of secondary market data) and higher residual maturity (in case of MF holdings data). One security of each issuer with the highest maturity will be selected in the index.

 The sector weights would be in close compliance with the restrictions prescribed by the regulator. The security inside each sector will be equally weighted.

 If sufficient sectors/issuers are not available, then the sector/issuers from the previous rebalancing period will be carried forward.

 Below table summarizes the residual maturity criteria of CP Indices

Residual maturity (Days) as Index on effective date

CRISIL 1 month CP Index 15 to 30

CRISIL 2 month CP Index 35 to 60

CRISIL 3 month CP Index 67 to 91

CRISIL 6 month CP Index 135 to 185

CRISIL 1 Year CP Index 300 to 365

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CRISIL Up To 91-Day CP Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CP securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CPs having residual maturities less than 91 days issued by various entities across sectors, thereby seeking to represent the CP market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified.

 For each issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 The sector weights would be in close compliance with the restrictions prescribed by the regulator.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

 Below table summarizes the residual maturity criteria of CP buckets in the Up To 91-Day CP Index

Residual maturity (Days) as Bucket on effective date

1 month CP Bucket 17 to 30

2 month CP Bucket 31 to 60

3 month CP Bucket 61 to 91

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CRISIL Up To 91-Day CD Index

Features

 The indices seeks to capture the return of the underlying constituents based on daily yield movement using CRISIL Money Market Valuation

 Index portfolio represents CD securities with maturity less than 91 days

Key Characteristics

 Representation: The indices represents the performance of CDs having residual maturities less than 91 days issued by various Banks, thereby seeking to represent the CD market

 Replicability: The indices constituents are valued on a daily basis. This lends the index a realistic approach by having valuations close to market levels. The index is a buy and hold type index, securities are not sold out of the index, they mature in the index and on maturity the amount will be invested in TREPS

Methodology

 Based on the residual maturity criteria and rating, for each bucket (listed in table below) firstly 20 issuers based on primary (based on issuance size), secondary (based on traded volume size) and holdings (higher residual maturity) data in that order will be identified.

 For each issuer, the top ISIN (only 1) will be identified. The identification of security will be based on the residual maturity. One security of each issuer with the highest maturity will be selected in the index.  The security inside each bucket will be equally weighted, and the buckets will be weighed within the index on the basis of issuance of the previous year within those maturity segments.

 Each fortnight, the previous securities which have not matured yet will be carried forward and new securities will also be added

 Below table summarizes the residual maturity criteria of CD buckets in the Up To 91-Day CD Index

Residual maturity (Days) as Bucket on effective date

1 month CD Bucket 17 to 30

2 month CD Bucket 31 to 60

3 month CD Bucket 61 to 91

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CRISIL FPI Index

Features  Total Return Index seeking to capture coupon and price returns of the underlying portfolio  Base date for the Index : August 31, 2011  Index portfolio marked-to-market on a daily basis using CRISIL Gilt and Bond valuations  Derived index from the following sub-indices o CRISIL Composite Gilt Index o CRISIL AAA Long Term Bond Index o CRISIL AAA Medium Term Bond Index o CRISIL AAA Short Term Bond Index o CRISIL AA and AA+ Long Term Bond Index o CRISIL AA and AA+ Medium Term Bond Index o CRISIL AA and AA+ Short Term Bond Index

Key Characteristics  Liquidity: The index seeks to capture the movement in a portfolio consisting of most liquid government and corporate securities by using appropriate market representation  Replicability: The index constituents are valued on a daily basis. This lends the index a realistic approach by having the valuations close to the market levels

Methodology  Weights for the broad categories of Corporate Bonds and G-Sec are to be based on the FPI investment limits on these categories which shall be reviewed monthly. In case there is change in limits for FPI Investments mid-month, the same will be reflected in the next month’s rebalancing.  Weights within each residual maturity category of corporate debt (shall be split between AAA, AA, AA+ rated issuers) and government securities will be based on issuance pattern for these categories in the previous calendar year and shall be reviewed annually.  Index valued on a daily basis using CRISIL Valuation services  Both INR and USD versions of the index series will be constructed.

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List of CRISIL Indices – Objectives and Inception Dates

Sr. Inception Index Objective No. date Composite Indices CRISIL Composite Bond To track the performance of a debt portfolio that includes government 1 31-Mar-02 Fund Index securities and AAA/AA+/AA rated corporate bonds CRISIL Short Term Bond To track the performance of a debt portfolio that includes government 2 31-Mar-02 Fund Index securities, AAA/AA+/AA rated corporate bonds, CPs and CDs. To track the performance of a debt portfolio that includes TREPS, CPs and 3 CRISIL Liquid Fund Index 31-Mar-02 CDs. CRISIL Low Duration Debt To track the performance of low duration debt portfolio comprising of short 4 1-Jan-97 Index term AAA/AA+/AA rated bonds, CPs and CDs. To track the performance of an ultra-short term debt portfolio comprising of CRISIL Ultra Short Term 5 Treasury Bills, short term AAA/AA+/AA rated corporate bonds, CPs and 1-Jan-97 Debt Index CDs. CRISIL Medium Term Debt To track the performance of a medium term debt portfolio comprising of 6 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. CRISIL Medium To Long To track the performance of a medium to long term debt portfolio comprising 7 1-Jan-97 Term Debt Index of government securities and AAA/AA+/AA rated corporate bonds. CRISIL Long Term Debt To track the performance of a long term debt portfolio comprising of 8 1-Oct-04 Index government securities and AAA/AA+/AA rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Long Term 9 AAA/AA+/AA/AA- rated corporate bonds with residual maturity greater than 31-Mar-02 Corporate Bond Index 5 years. To track the performance of a corporate debt portfolio comprising of CRISIL Medium Term 10 AAA/AA+/AA/AA- rated corporate bonds of residual maturity greater than 3 31-Mar-02 Corporate Bond Index years and up to 5 years. CRISIL Short Term To track the performance of a corporate debt portfolio comprising of 11 31-Mar-02 Corporate Bond Index AAA/AA+/AA/AA- rated corporate bonds of residual maturity up to 3 years. CRISIL Corporate Bond To track the performance of a corporate debt portfolio comprising of across 12 31-Mar-02 Composite Index maturity AAA/AA+/AA/AA- rated corporate bonds CRISIL Composite Credit To track the performance of a credit risk debt portfolio comprising of across 13 31-Mar-02 Risk Index the maturity AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds. To track the performance of a corporate debt portfolio comprising of CRISIL Short Term Credit 14 AAA/AA+/AA/AA-/A/A+/A- rated corporate bonds with residual maturities up 31-Mar-02 Risk Index to 3 years. To track the performance of a debt portfolio that includes government 15 CRISIL Dynamic Debt Index 31-Mar-02 securities and AAA/AA+/AA rated corporate bonds across maturities Gilt Indices To track the performance of a portfolio comprising of most liquid 16 CRISIL Dynamic Gilt Index 1-Jan-97 government securities without any maturity constraints. CRISIL Short Term Gilt To track the performance of a portfolio of government securities with 17 1-Oct-04 Index residual maturity up to five years

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Sr. Inception Index Objective No. date CRISIL Medium Term Gilt To track the performance of a portfolio of government securities with 18 1-Oct-04 Index residual maturity greater than five and up to ten years CRISIL Long Term Gilt To track the performance of a portfolio of government securities with 19 1-Oct-04 Index residual maturity greater than ten years To track the performance of a portfolio comprising most liquid government CRISIL Composite Gilt 20 securities, in each of the long term, medium term and short term maturity 1-Oct-04 Index segments CRISIL 10 Year Gilt Index seeks to track the performance of the 10 year 21 CRISIL 10 Year Gilt Index 1-Sep-01 benchmark government security Credit Indices CRISIL AAA Long Term To track the performance of a long-term debt portfolio consisting of AAA 22 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of AAA CRISIL AAA Medium Term 23 rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AAA Short Term To track the performance of a short-term debt portfolio consisting of AAA 24 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years To track the performance of a long-term debt portfolio consisting of "AA", CRISIL Composite AA Long 25 "AA+" and "AA-" rated corporate bonds with residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of CRISIL Composite AA 26 "AA", "AA+" and "AA-" rated corporate bonds with residual maturity greater 31-Mar-02 Medium Term Bond Index than three and up to five years To track the performance of a short-term debt portfolio consisting of "AA", CRISIL Composite AA 27 "AA+" and "AA-" rated corporate bonds with residual maturity up to three 31-Mar-02 Short Term Bond Index years To track the performance of a long-term debt portfolio consisting of "AA" CRISIL AA and AA+ Long 28 rated and "AA+" rated corporate bonds with residual maturity greater than 31-Mar-02 Term Bond Index five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA and AA+ 29 rated and "AA+" rated corporate bonds with residual maturity greater than 31-Mar-02 Medium Term Bond Index three and up to five years To track the performance of a short-term debt portfolio consisting of "AA" CRISIL AA and AA+ Short 30 rated and "AA+" rated corporate bonds with residual maturity up to three 31-Mar-02 Term Bond Index years CRISIL AA Long Term To track the performance of a long-term debt portfolio consisting of "AA" 31 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years CRISIL AA+ Long Term To track the performance of a long-term debt portfolio consisting of "AA+" 32 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years CRISIL AA- Long Term To track the performance of a long-term debt portfolio consisting of "AA-" 33 31-Mar-02 Bond Index rated corporate bonds with residual maturity greater than five years To track the performance of a medium-term debt portfolio consisting of "AA" CRISIL AA Medium Term 34 rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years

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Sr. Inception Index Objective No. date To track the performance of a medium-term debt portfolio consisting of CRISIL AA+ Medium Term 35 "AA+" rated corporate bonds with residual maturity greater than three and 31-Mar-02 Bond Index up to five years To track the performance of a medium-term debt portfolio consisting of "AA- CRISIL AA- Medium Term 36 " rated corporate bonds with residual maturity greater than three and up to 31-Mar-02 Bond Index five years CRISIL AA Short Term To track the performance of a short-term debt portfolio consisting of "AA" 37 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL AA+ Short Term To track the performance of a short-term debt portfolio consisting of "AA+" 38 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL AA- Short Term To track the performance of a short-term debt portfolio consisting of "AA-" 39 31-Mar-02 Bond Index rated corporate bonds with residual maturity up to three years CRISIL A Medium to Long To track the performance of a medium to long-term debt portfolio consisting 40 31-Mar-02 Term Bond Index of A rated corporate bonds with residual maturity greater than three years CRISIL A Short Term Bond To track the performance of a short-term debt portfolio consisting of A rated 41 31-Mar-02 Index corporate bonds with residual maturity up to three years CRISIL AAA up to 1 Year To track the performance of a short-term debt portfolio consisting of AAA 42 31-Mar-02 Short Term Bond Index rated corporate bonds with residual maturity up to 1 year To track the performance of a short-term debt portfolio consisting of AAA CRISIL AAA 1 to 3 Year rated corporate bonds with residual maturity greater than one and up to 43 Short Term Bond Index 31-Mar-02 three years CRISIL AA and AA+ up to To track the performance of a short-term debt portfolio consisting of AA and 44 1 Year Short Term Bond 31-Mar-02 Index AA+ rated corporate bonds with residual maturity up to 1 year CRISIL AA and AA+ 1 to 3 To track the performance of a short-term debt portfolio consisting of AA and 45 Year Short Term Bond AA+ rated corporate bonds with residual maturity greater than one and up to 31-Mar-02 Index three years Hybrid Indices To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 35+65 - 46 blend of the S&P BSE 200 TR(65%) and CRISIL Composite Bond Fund 31-Mar-02 Aggressive Index Index (35%) CRISIL Hybrid 50+50 - To track the performance of an hybrid portfolio having a blend of the S&P 47 31-Mar-02 Moderate Index BSE 200 TR(50%) and CRISIL Composite Bond Fund Index (50%) To track the performance of an debt-oriented hybrid portfolio having a blend CRISIL Hybrid 65+35 - 48 of the S&P BSE 200 TR(35%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (65%) To track the performance of a debt-oriented hybrid portfolio having a blend CRISIL Hybrid 85+15 - 49 of the S&P BSE 200 TR(15%) and CRISIL Composite Bond Fund Index 31-Mar-02 Conservative Index (85%) CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 50 31-Mar-02 Hybrid 60+40 Fund Index of S&P BSE 200 TR(40%) and CRISIL Short Term Bond Fund Index (60%). CRISIL Short Term Debt To track the performance of a debt-oriented hybrid portfolio having a blend 51 31-Mar-02 Hybrid 75+25 Fund Index of S&P BSE 200 TR(25%) and CRISIL Short Term Bond Fund Index (75%).

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Sr. Inception Index Objective No. date To track the performance of an equity-oriented hybrid portfolio having a CRISIL Hybrid 25+75 - 52 blend of S&P BSE 200 TR(75%) and CRISIL Composite Bond Fund Index 31-Mar-02 Aggressive Index (25%). CRISIL Hybrid 75+25 - To track the performance of an debt-oriented hybrid portfolio having a blend 53 31-Mar-02 Conservative Index of S&P BSE 200 TR(25%) and CRISIL Composite Bond Fund Index (75%). To track the performance of an equity-oriented hybrid portfolio having a 54 CRISIL Arbitrage Index blend of S&P BSE Arbitrage Rate Index (70%) and CRISIL Liquid Fund 31-Jan-12 Index (30%). To track the performance of an equity-oriented hybrid portfolio having a CRISIL Equity Savings 55 blend of S&P BSE Arbitrage Rate Index (35%), S&P BSE Sensex 50 TR 31-Jan-12 Index (35%) and CRISIL Short Term Bond Fund Index (30%).

Money Market Indices To track the performance of a money market portfolio with a 100% 56 CRISIL Overnight Index 17-Sep-03 allocation to TREPS To track the performance of a portfolio of CDs with residual maturity around 57 CRISIL 1 Month CD Index 31-Mar-02 1 month To track the performance of a portfolio of CDs with residual maturity around 58 CRISIL 2 Month CD Index 31-Mar-02 2 months To track the performance of a portfolio of CDs with residual maturity around 59 CRISIL 3 Month CD Index 31-Mar-02 3 months To track the performance of a portfolio of CDs with residual maturity around 60 CRISIL 6 Month CD Index 31-Mar-02 6 months To track the performance of a portfolio of CDs with residual maturity around 61 CRISIL 1 Year CD Index 31-Mar-02 1 year CRISIL Composite CD 62 To track the performance of a portfolio of CDs across maturities 30-Sep-10 Index CRISIL Up to 91-Day CD To track the performance of a portfolio of CDs with residual maturity up to 63 02-Apr-20 Index 91 days To track the performance of a portfolio of CPs with residual maturity around 64 CRISIL 1 Month CP Index 31-Mar-02 1 month To track the performance of a portfolio of CPs with residual maturity around 65 CRISIL 2 Month CP Index 31-Mar-02 2 months To track the performance of a portfolio of CPs with residual maturity around 66 CRISIL 3 Month CP Index 31-Mar-02 3 months To track the performance of a portfolio of CPs with residual maturity around 67 CRISIL 6 Month CP Index 31-Mar-02 6 months To track the performance of a portfolio of CPs with residual maturity around 68 CRISIL 1 Year CP Index 31-Mar-02 1 year CRISIL Composite CP 69 To track the performance of a portfolio of CPs across maturities 30-Apr-07 Index CRISIL Up to 91-Day CP To track the performance of a portfolio of CPs with residual maturity up to 70 02-Apr-20 Index 91 days

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Sr. Inception Index Objective No. date 71 CRISIL 1 Month T-bill Index To track the performance of 1 Month T-Bill 31-Mar-02 72 CRISIL 2 Month T-bill Index To track the performance of 2 Month T-Bill 31-Mar-02 73 CRISIL 91 Day T-bill Index To track the performance of the 'on-the-run' 91 Day T-Bill 1-Jan-95 74 CRISIL 182 day T-Bill Index To track the performance of the ‘on-the-run’ 182 Day T-Bill 31-Mar-02 75 CRISIL 1 Year T-bill Index To track the performance of the 'on-the-run' 1 Year T-Bill 1-Jan-95 CRISIL Composite T-Bill 76 To track the performance of T-Bills across maturities 8-Apr-05 Index To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 77 of Commercial Papers (CP), Certificates of Deposits (CD) and Treasury Bills 1-Jan-95 Index (T-Bill). To track the performance of a money market portfolio comprising of a blend CRISIL Money Market 78 of TREPS, Commercial Papers (CP), Certificates of Deposits (CD) and 30-Sep-03 Index - Insurance Treasury Bills (T-Bill). Dollar Denominated Indices CRISIL Composite Bond To track the performance of CRISIL Composite Bond Fund Index (CRISIL 79 31-Mar-02 Fund Dollar Index Compbex) converted in USD denomination CRISIL Short Term Bond To track the performance of CRISIL Short Term Bond Fund Index (CRISIL 80 31-Mar-02 Fund Dollar Index Stbex) converted in USD denomination CRISIL Liquid Fund Dollar To track the performance of CRISIL Liquid Fund Index (CRISIL Liquifex) 81 31-Mar-02 Index converted in USD denomination CRISIL 91 Day T-Bill Dollar To track the performance of CRISIL 91 Day T-Bill Index converted in USD 82 25-Aug-98 Index denomination CRISIL 1 Year T-Bill Dollar To track the performance of CRISIL 1 Year T-Bill Index converted in USD 83 25-Aug-98 Index denomination CRISIL 10 Year Gilt Dollar To track the performance of CRISIL 10 Year Gilt Index converted in USD 84 1-Sep-01 Index denomination To track the performance of CRISIL Gilt Index converted in USD 85 CRISIL Gilt Dollar Index 25-Aug-98 denomination 86 CRISIL FPI Dollar Index To capture the performance of CRISIL FPI Index in USD denomination 31-Aug-11 Banking and PSU Indices CRISIL Medium to Long To track the performance of a debt portfolio that includes corporate bonds 87 31-Mar-02 Term Banking Debt Index issued by Banks with residual maturity greater than 3 years CRISIL Short Term Banking To track the performance of a debt portfolio that includes corporate bonds 88 31-Mar-02 Debt Index issued by Banks with residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Medium to Long 89 issued by Public Sector Units (PSU) with residual maturity greater than 3 31-Mar-02 Term PSU Debt Index years CRISIL Short Term PSU To track the performance of a debt portfolio that includes corporate bonds 90 31-Mar-02 Debt Index issued by Public Sector Units (PSU) with residual maturity up to 3 years To track the performance of a debt portfolio that includes corporate bonds CRISIL Banking and PSU 91 issued by Public Sector Units (PSU) and Banks along with certificates of 31-Mar-02 Debt Index deposits issued by banks across maturities FPI Indices

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Sr. Inception Index Objective No. date To represent the investments of foreign portfolio investors in Indian debt market by tracking the performance of a debt portfolio that includes 92 CRISIL FPI Index government securities and AAA/AA rated corporate bonds, which will be 31-Aug-11 compliant to the regulatory guidelines put forth for Foreign Portfolio Investors with regards to the fixed income market. Commodity Indices To track the performance of gold in the domestic market and is based on 93 CRISIL Gold Index 2-Jan-07 landed price of gold in . SDL Indices To track the performance of a portfolio comprising of state development 94 CRISIL 10 Year SDL Index loans issued by the state governments in India with residual maturity around 1-Apr-05 10 Years. Broad Based Indices CRISIL Broad Based Gilt To track the performance of a portfolio comprising of all government 95 01-Oct-04 Index securities, across maturities. CRISIL Broad Based Short To track the performance of a portfolio comprising of all government 96 01-Oct-04 Term Gilt Index securities with residual maturity up to 5 years. CRISIL Broad Based To track the performance of a portfolio comprising of all government 97 01-Oct-04 Medium Term Gilt Index securities with residual maturity greater than 5 years and up to 10 years. CRISIL Broad Based Long To track the performance of a portfolio comprising of all government 98 01-Oct-04 Term Gilt Index securities with residual maturity greater than 10 years.

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Last updated: April 2016

Disclaimer CRISIL Research, a division of CRISIL Limited (CRISIL) has taken due care and caution in preparing this Report based on the information obtained by CRISIL from sources which it considers reliable (Data). However, CRISIL does not guarantee the accuracy, adequacy or completeness of the Data / Report and is not responsible for any errors or omissions or for the results obtained from the use of Data / Report. This Report is not a recommendation to invest / disinvest in any company / entity covered in the Report and no part of this report should be construed as an investment advice. CRISIL especially states that it has no financial liability whatsoever to the subscribers/ users/ transmitters/ distributors of this Report. CRISIL Research operates independently of, and does not have access to information obtained by CRISIL’s Ratings Division / CRISIL Risk and Infrastructure Solutions Limited (CRIS), which may, in their regular operations, obtain information of a confidential nature. The views expressed in this Report are that of CRISIL Research and not of CRISIL’s Ratings Division / CRIS. No part of this Report may be published / reproduced in any form without CRISIL’s prior written approval.

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